+640.2%
VST vs NVTS
-32.9%
+673.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | 0.0% | -1.9% |
| 7D | -6.0% | +9.6% | -15.6% | -6.8% |
| 30D | -18.8% | -13.0% | -5.8% | -18.1% |
| 3M | -8.0% | -28.8% | +20.7% | -6.0% |
| 6M | -10.9% | -48.5% | +37.5% | -7.9% |
| YTD | -18.3% | +31.4% | -49.7% | -22.4% |
| 1Y | -29.9% | -2.3% | -27.6% | -32.1% |
| 3Y | +290.3% | +49.8% | +240.5% | +238.6% |
| 5Y | +635.3% | -43.2% | +678.5% | +526.6% |
| All | +640.2% | -32.9% | +673.2% | +514.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling