+1,888.8%
NVO vs VIG
+615.8%
+1,273.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.9% | -2.7% |
| 7D | -7.6% | -1.1% | -6.5% | -6.8% |
| 30D | -6.0% | -2.7% | -3.2% | -3.9% |
| 3M | -0.8% | +2.5% | -3.3% | -2.7% |
| 6M | +16.5% | +9.2% | +7.2% | +9.0% |
| YTD | -11.1% | +9.8% | -21.0% | -16.9% |
| 1Y | -16.7% | +12.4% | -29.1% | -23.2% |
| 3Y | -52.9% | +55.9% | -108.8% | -65.8% |
| 5Y | -3.0% | +63.9% | -66.9% | -32.7% |
| 10Y | +147.1% | +249.1% | -102.0% | -6.8% |
| All | +1,888.8% | +615.8% | +1,273.1% | +321.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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