-32.0%
VST vs NVTS
-12.4%
-19.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +9.5% | +1.0% | +9.3% |
| 7D | -9.8% | +1.5% | -11.3% | -10.2% |
| 30D | -25.1% | -23.8% | -1.3% | -23.0% |
| 3M | -11.6% | -30.6% | +19.0% | -8.5% |
| 6M | -20.9% | -48.4% | +27.5% | -16.2% |
| YTD | -22.3% | +20.6% | -42.9% | -26.5% |
| 1Y | -32.0% | -2.5% | -29.5% | -34.4% |
| All | -32.0% | -12.4% | -19.6% | -34.4% |
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 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