+754.8%
VST vs NVTS
-14.2%
+768.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.5% |
| 7D | +9.9% | +9.7% | +0.2% | +9.1% |
| 30D | +7.9% | -13.6% | +21.5% | +9.0% |
| 3M | +3.4% | -51.0% | +54.4% | +8.2% |
| 6M | -4.1% | +46.3% | -50.4% | -8.8% |
| YTD | -5.7% | +68.1% | -73.8% | -11.8% |
| 1Y | -18.9% | +113.9% | -132.8% | -26.2% |
| 3Y | +359.1% | +45.3% | +313.8% | +301.4% |
| All | +754.8% | -14.2% | +768.9% | +598.7% |
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