-51.9%
NVO vs VFC
-28.4%
-23.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.3% | -1.1% |
| 7D | -7.4% | -3.3% | -4.1% | -7.1% |
| 30D | -5.5% | -14.0% | +8.5% | -4.1% |
| 3M | +4.1% | -22.6% | +26.7% | +6.4% |
| 6M | +19.3% | -24.7% | +44.0% | +22.1% |
| YTD | -9.2% | -29.0% | +19.8% | -6.4% |
| 1Y | -15.0% | -13.8% | -1.2% | -13.8% |
| All | -51.9% | -28.4% | -23.5% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 3y: compounded portfolio wealth divided by compounded VFC 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…
3y analysis · Full analysis span regression · 6 months rolling