+211.4%
NVO vs VT
+222.7%
-11.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.7% |
| 7D | +0.9% | +2.9% | -2.0% | -1.0% |
| 30D | +6.8% | -2.5% | +9.3% | +8.6% |
| 3M | -11.3% | -3.3% | -7.9% | -9.3% |
| 6M | -12.4% | +1.5% | -13.9% | -13.7% |
| YTD | -16.1% | +11.4% | -27.5% | -22.0% |
| 1Y | -15.1% | +11.9% | -27.0% | -21.3% |
| 3Y | -56.2% | +73.9% | -130.1% | -69.0% |
| 5Y | -19.4% | +57.9% | -77.3% | -40.0% |
| All | +211.4% | +222.7% | -11.3% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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