+1,589.6%
NVO vs VYM
+488.1%
+1,101.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.6% |
| 7D | -7.6% | -0.8% | -6.8% | -7.1% |
| 30D | -6.0% | -2.2% | -3.7% | -4.5% |
| 3M | -0.8% | +3.1% | -3.8% | -2.8% |
| 6M | +16.5% | +9.7% | +6.7% | +9.5% |
| YTD | -11.1% | +14.9% | -26.0% | -18.8% |
| 1Y | -16.7% | +17.6% | -34.3% | -24.9% |
| 3Y | -52.9% | +65.3% | -118.2% | -65.9% |
| 5Y | -3.0% | +78.7% | -81.7% | -33.6% |
| 10Y | +147.1% | +208.2% | -61.2% | +13.7% |
| All | +1,589.6% | +488.1% | +1,101.5% | +384.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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