+604.2%
VST vs NVTS
-38.4%
+642.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +9.5% | +1.0% | +9.8% |
| 7D | -9.8% | +1.5% | -11.3% | -10.1% |
| 30D | -25.1% | -23.8% | -1.3% | -23.7% |
| 3M | -11.6% | -30.6% | +19.0% | -9.5% |
| 6M | -20.9% | -48.4% | +27.5% | -18.2% |
| YTD | -22.3% | +20.6% | -42.9% | -25.7% |
| 1Y | -32.0% | -2.5% | -29.5% | -34.2% |
| 3Y | +262.4% | +44.0% | +218.4% | +215.0% |
| 5Y | +563.4% | -42.6% | +606.0% | +463.7% |
| All | +604.2% | -38.4% | +642.7% | +488.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling