+620.8%
NVS vs VO
+814.4%
-193.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | +0.2% |
| 7D | -15.4% | -0.6% | -14.8% | -15.1% |
| 30D | -12.3% | -1.9% | -10.4% | -11.5% |
| 3M | -7.8% | +3.3% | -11.1% | -9.2% |
| 6M | -13.0% | +9.7% | -22.7% | -16.7% |
| YTD | +2.8% | +12.6% | -9.9% | -2.9% |
| 1Y | +10.6% | +13.6% | -3.0% | +4.1% |
| 3Y | +55.1% | +56.8% | -1.7% | +24.2% |
| 5Y | +91.7% | +42.3% | +49.4% | +58.2% |
| 10Y | +181.2% | +199.2% | -18.0% | +58.6% |
| All | +620.8% | +814.4% | -193.5% | +133.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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