+1,238.2%
VST vs NWSA
+132.9%
+1,105.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +2.2% |
| 7D | +9.9% | -2.6% | +12.5% | +10.8% |
| 30D | +7.9% | +4.6% | +3.4% | +6.3% |
| 3M | +3.4% | +10.2% | -6.8% | -0.7% |
| 6M | -4.1% | +21.6% | -25.7% | -11.4% |
| YTD | -5.7% | +14.6% | -20.3% | -11.3% |
| 1Y | -18.9% | +0.4% | -19.2% | -20.4% |
| 3Y | +359.1% | +45.0% | +314.1% | +298.5% |
| 5Y | +766.9% | +41.3% | +725.6% | +636.5% |
| All | +1,238.2% | +132.9% | +1,105.3% | +721.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded NWSA 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling