+32,722.5%
NVO vs VMC
+3,191.4%
+29,531.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.4% | -2.8% |
| 7D | +0.1% | -0.5% | +0.6% | +0.2% |
| 30D | -3.2% | -9.1% | +5.9% | -1.4% |
| 3M | +11.5% | -4.1% | +15.6% | +12.2% |
| 6M | +22.9% | -5.5% | +28.4% | +23.9% |
| YTD | -6.8% | -8.9% | +2.1% | -5.6% |
| 1Y | -12.6% | -12.9% | +0.3% | -10.8% |
| 3Y | -49.6% | +22.1% | -71.7% | -52.0% |
| 5Y | +0.6% | +52.7% | -52.1% | -9.2% |
| 10Y | +148.3% | +152.7% | -4.5% | +94.0% |
| All | +32,722.5% | +3,191.4% | +29,531.1% | +15,257.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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