+916.4%
VRT vs NVO
-1.1%
+917.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.2% | -4.4% | -5.3% |
| 7D | -7.7% | -7.4% | -0.3% | -6.0% |
| 30D | -12.0% | -5.5% | -6.4% | -10.9% |
| 3M | -11.7% | +4.1% | -15.8% | -14.0% |
| 6M | -8.1% | +19.3% | -27.4% | -14.3% |
| YTD | +53.2% | -9.2% | +62.4% | +51.6% |
| 1Y | +81.7% | -15.0% | +96.7% | +83.0% |
| 3Y | +535.3% | -50.9% | +586.1% | +628.5% |
| 5Y | +916.4% | -0.9% | +917.2% | +653.4% |
| All | +916.4% | -1.1% | +917.5% | +653.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO 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 NVO 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