+136.0%
NVO vs VEA
+165.0%
-29.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.8% |
| 7D | -7.6% | -1.5% | -6.1% | -6.7% |
| 30D | -6.0% | -0.8% | -5.1% | -5.5% |
| 3M | -0.8% | +2.5% | -3.2% | -2.8% |
| 6M | +16.5% | +11.1% | +5.3% | +7.6% |
| YTD | -11.1% | +17.2% | -28.3% | -20.7% |
| 1Y | -16.7% | +24.5% | -41.2% | -28.5% |
| 3Y | -52.9% | +75.4% | -128.3% | -67.3% |
| 5Y | -3.0% | +61.1% | -64.1% | -29.4% |
| All | +136.0% | +165.0% | -29.0% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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