+263.4%
VFC vs NVS
+1,078.6%
-815.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -13.9% | +12.1% | +3.2% |
| 7D | +0.8% | -14.6% | +15.4% | +6.3% |
| 30D | -11.9% | -11.9% | 0.0% | -8.4% |
| 3M | -20.2% | -6.0% | -14.2% | -19.1% |
| 6M | -23.0% | -11.4% | -11.6% | -20.2% |
| YTD | -26.2% | +2.9% | -29.1% | -27.7% |
| 1Y | -13.3% | +10.2% | -23.6% | -17.1% |
| 3Y | -25.5% | +55.3% | -80.8% | -38.2% |
| 5Y | -78.1% | +89.6% | -167.7% | -83.3% |
| 10Y | -68.8% | +176.1% | -244.8% | -79.1% |
| All | +263.4% | +1,078.6% | -815.2% | +58.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling