+59.9%
VEA vs NVS
+92.9%
-33.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -1.5% | -14.3% | +12.8% | +3.0% |
| 30D | -0.8% | -10.0% | +9.1% | +1.7% |
| 3M | +2.5% | -10.9% | +13.4% | +5.2% |
| 6M | +11.1% | -12.0% | +23.1% | +14.5% |
| YTD | +17.2% | +2.5% | +14.7% | +14.0% |
| 1Y | +24.5% | +10.7% | +13.8% | +17.5% |
| 3Y | +75.4% | +53.3% | +22.1% | +43.9% |
| All | +59.9% | +92.9% | -33.0% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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