+655.7%
VST vs NVTS
-31.5%
+687.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +11.3% | -4.0% | +6.4% |
| 7D | -0.5% | +20.8% | -21.3% | -2.1% |
| 30D | -17.1% | -11.1% | -5.9% | -16.5% |
| 3M | -4.6% | -31.0% | +26.4% | -2.3% |
| 6M | -9.1% | -47.4% | +38.3% | -6.1% |
| YTD | -16.6% | +34.2% | -50.8% | -20.9% |
| 1Y | -29.5% | +22.2% | -51.7% | -32.8% |
| 3Y | +297.5% | +68.4% | +229.2% | +241.1% |
| 5Y | +654.5% | -39.0% | +693.6% | +538.7% |
| All | +655.7% | -31.5% | +687.2% | +526.4% |
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