+3,431.3%
NVO vs VUG
+1,240.0%
+2,191.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.0% |
| 7D | -4.7% | +0.1% | -4.8% | -4.8% |
| 30D | -5.4% | -1.7% | -3.8% | -4.5% |
| 3M | +7.0% | +2.8% | +4.1% | +4.5% |
| 6M | +17.6% | +13.6% | +4.0% | +8.0% |
| YTD | -8.0% | +8.1% | -16.1% | -12.5% |
| 1Y | -13.8% | +13.1% | -26.9% | -20.2% |
| 3Y | -50.3% | +87.0% | -137.2% | -66.5% |
| 5Y | +0.7% | +76.0% | -75.3% | -31.7% |
| 10Y | +155.6% | +420.5% | -264.9% | -21.4% |
| All | +3,431.3% | +1,240.0% | +2,191.3% | +462.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling