+557.7%
VST vs NVT
+445.0%
+112.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +8.0% | +2.6% | +6.0% |
| 7D | -9.8% | -15.7% | +5.9% | -0.5% |
| 30D | -25.1% | -36.6% | +11.5% | -3.5% |
| 3M | -11.6% | -34.8% | +23.3% | +11.3% |
| 6M | -20.9% | -38.2% | +17.3% | +1.6% |
| YTD | -22.3% | +4.8% | -27.1% | -27.4% |
| 1Y | -32.0% | -2.8% | -29.2% | -33.7% |
| 3Y | +262.4% | +119.5% | +142.9% | +140.7% |
| 5Y | +563.4% | +204.7% | +358.7% | +270.8% |
| All | +557.7% | +445.0% | +112.7% | +163.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NVT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling