-50.1%
NVO vs VG
-44.1%
-6.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.7% | -5.8% | -1.2% |
| 7D | +0.9% | +15.1% | -14.2% | +0.5% |
| 30D | +6.8% | -4.2% | +11.0% | +6.8% |
| 3M | -11.3% | -3.1% | -8.2% | -11.3% |
| 6M | -12.4% | +0.3% | -12.7% | -12.9% |
| YTD | -16.1% | +95.5% | -111.6% | -22.1% |
| 1Y | -15.1% | +64.4% | -79.5% | -20.2% |
| All | -50.1% | -44.1% | -6.1% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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