-3.1%
NVO vs VFC
-78.2%
+75.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.4% | -6.5% | -2.6% |
| 7D | -7.6% | -1.4% | -6.2% | -7.5% |
| 30D | -6.0% | -9.0% | +3.0% | -5.1% |
| 3M | -0.8% | -24.2% | +23.4% | +1.7% |
| 6M | +16.5% | -18.5% | +35.0% | +18.3% |
| YTD | -11.1% | -25.9% | +14.7% | -8.7% |
| 1Y | -16.7% | -13.0% | -3.7% | -15.8% |
| 3Y | -52.9% | -20.3% | -32.6% | -53.3% |
| All | -3.1% | -78.2% | +75.1% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling