-34.9%
VST vs NVTS
-9.1%
-25.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +9.0% | -22.8% | -14.9% |
| 7D | -15.7% | -0.3% | -15.4% | -15.9% |
| 30D | -17.0% | -24.4% | +7.4% | -14.7% |
| 3M | -15.9% | -26.5% | +10.6% | -13.5% |
| 6M | -25.0% | -41.4% | +16.4% | -21.6% |
| YTD | -25.1% | +30.7% | -55.8% | -29.7% |
| 1Y | -34.9% | -10.8% | -24.1% | -36.9% |
| All | -34.9% | -9.1% | -25.8% | -36.9% |
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