+32,722.5%
NVO vs VFC
+827.5%
+31,895.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.2% | -2.8% |
| 7D | +0.1% | +0.8% | -0.8% | 0.0% |
| 30D | -3.2% | -11.9% | +8.7% | -1.4% |
| 3M | +11.5% | -20.2% | +31.7% | +14.6% |
| 6M | +22.9% | -23.0% | +45.9% | +26.7% |
| YTD | -6.8% | -26.2% | +19.4% | -3.3% |
| 1Y | -12.6% | -13.3% | +0.7% | -11.8% |
| 3Y | -49.6% | -25.5% | -24.1% | -51.2% |
| 5Y | +0.6% | -78.1% | +78.7% | +16.7% |
| 10Y | +148.3% | -68.8% | +217.1% | +158.0% |
| All | +32,722.5% | +827.5% | +31,895.0% | +21,476.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling