-50.1%
NVO vs VG
-49.4%
-0.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.7% |
| 7D | +1.3% | -7.7% | +9.0% | +1.4% |
| 30D | +5.3% | -8.8% | +14.1% | +5.5% |
| 3M | -13.6% | -15.6% | +2.0% | -13.4% |
| 6M | -10.5% | +5.2% | -15.8% | -11.5% |
| YTD | -16.0% | +76.9% | -92.9% | -21.8% |
| 1Y | -7.0% | +42.5% | -49.5% | -12.3% |
| All | -50.1% | -49.4% | -0.7% | -53.6% |
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