-45.4%
NVO vs VG
-35.7%
-9.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.8% | -5.1% | -1.5% |
| 7D | -4.7% | +3.8% | -8.5% | -4.9% |
| 30D | -5.4% | +7.2% | -12.7% | -5.7% |
| 3M | +7.0% | +22.8% | -15.8% | +5.8% |
| 6M | +17.6% | +33.2% | -15.6% | +14.3% |
| YTD | -8.0% | +124.8% | -132.9% | -14.9% |
| 1Y | -13.8% | +15.8% | -29.7% | -16.7% |
| All | -45.4% | -35.7% | -9.7% | -49.5% |
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