+685.6%
VST vs NVT
+699.2%
-13.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | +2.1% |
| 7D | +8.9% | +5.1% | +3.8% | +5.9% |
| 30D | +6.2% | -3.7% | +9.9% | +8.0% |
| 3M | -2.7% | -10.1% | +7.4% | +2.0% |
| 6M | -8.4% | +37.5% | -45.8% | -25.6% |
| YTD | -7.2% | +53.7% | -60.9% | -29.6% |
| 1Y | -20.9% | +70.9% | -91.8% | -43.7% |
| 3Y | +384.0% | +180.4% | +203.6% | +175.4% |
| 5Y | +757.1% | +393.5% | +363.6% | +271.2% |
| All | +685.6% | +699.2% | -13.7% | +155.2% |
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