+443.6%
NVS vs VEU
+188.7%
+254.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.2% |
| 7D | -15.4% | +0.3% | -15.7% | -15.5% |
| 30D | -12.3% | +0.7% | -13.0% | -12.6% |
| 3M | -7.8% | +4.7% | -12.5% | -10.2% |
| 6M | -13.0% | +11.6% | -24.6% | -18.1% |
| YTD | +2.8% | +16.8% | -14.0% | -5.6% |
| 1Y | +10.6% | +24.9% | -14.2% | -1.8% |
| 3Y | +55.1% | +75.7% | -20.7% | +14.9% |
| 5Y | +91.7% | +56.1% | +35.6% | +49.4% |
| 10Y | +181.2% | +153.6% | +27.6% | +70.0% |
| All | +443.6% | +188.7% | +254.9% | +180.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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