-3.1%
NVO vs VUG
+77.1%
-80.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.1% | -2.6% |
| 7D | -7.6% | -0.5% | -7.1% | -7.4% |
| 30D | -6.0% | -1.0% | -5.0% | -5.6% |
| 3M | -0.8% | +3.5% | -4.3% | -2.9% |
| 6M | +16.5% | +14.2% | +2.3% | +8.4% |
| YTD | -11.1% | +8.5% | -19.6% | -14.9% |
| 1Y | -16.7% | +12.9% | -29.6% | -21.5% |
| 3Y | -52.9% | +85.6% | -138.6% | -64.3% |
| All | -3.1% | +77.1% | -80.2% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 5y: compounded portfolio wealth divided by compounded VUG 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…
5y analysis · Full analysis span regression · 6 months rolling