+1,179.1%
VST vs NWSA
+141.7%
+1,037.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.4% |
| 7D | +19.2% | -0.8% | +19.9% | +19.4% |
| 30D | -17.2% | -11.3% | -5.8% | -14.5% |
| 3M | -8.1% | -8.1% | -0.1% | -6.5% |
| 6M | -8.1% | -0.7% | -7.5% | -9.8% |
| YTD | -16.3% | +1.3% | -17.6% | -18.8% |
| 1Y | -24.1% | -1.3% | -22.8% | -25.8% |
| 3Y | +300.2% | +28.4% | +271.8% | +258.1% |
| 5Y | +645.9% | +15.3% | +630.6% | +572.5% |
| All | +1,179.1% | +141.7% | +1,037.4% | +700.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling