+166.9%
VEA vs NVS
+469.6%
-302.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -2.1% | -15.7% | +13.6% | +7.5% |
| 30D | -1.1% | -11.1% | +10.0% | +4.7% |
| 3M | +5.1% | -7.2% | +12.3% | +7.6% |
| 6M | +9.8% | -12.3% | +22.1% | +16.4% |
| YTD | +15.9% | +2.8% | +13.2% | +10.9% |
| 1Y | +24.6% | +11.9% | +12.6% | +12.3% |
| 3Y | +75.5% | +55.1% | +20.5% | +24.9% |
| 5Y | +59.4% | +94.1% | -34.7% | -4.7% |
| 10Y | +160.3% | +181.2% | -20.9% | +14.1% |
| All | +166.9% | +469.6% | -302.8% | -39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling