+108.0%
NVO vs VTEB
+25.5%
+82.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.4% |
| 7D | -7.6% | -0.9% | -6.7% | -6.9% |
| 30D | -6.0% | -2.5% | -3.5% | -4.1% |
| 3M | -0.8% | -3.0% | +2.2% | +1.6% |
| 6M | +16.5% | -2.1% | +18.6% | +18.5% |
| YTD | -11.1% | -1.5% | -9.6% | -10.1% |
| 1Y | -16.7% | +0.2% | -16.9% | -16.7% |
| 3Y | -52.9% | +8.6% | -61.5% | -55.8% |
| 5Y | -3.0% | +1.2% | -4.2% | -4.1% |
| 10Y | +147.1% | +18.1% | +129.0% | +137.9% |
| All | +108.0% | +25.5% | +82.5% | +127.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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