-20.9%
VST vs NVTS
+109.2%
-130.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.3% | -2.8% | +2.9% |
| 7D | +8.9% | +2.7% | +6.2% | +8.6% |
| 30D | +6.2% | -4.5% | +10.7% | +6.5% |
| 3M | -2.7% | -61.5% | +58.8% | +5.2% |
| 6M | -8.4% | +28.0% | -36.3% | -12.1% |
| YTD | -7.2% | +65.3% | -72.5% | -14.2% |
| 1Y | -20.9% | +113.0% | -133.9% | -20.6% |
| All | -20.9% | +109.2% | -130.1% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 1y: compounded portfolio wealth divided by compounded NVTS 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…
1y analysis · Full analysis span regression · 6 months rolling