+62.5%
VUG vs NVS
+134.2%
-71.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | +2.5% | -1.3% | +3.8% | +2.7% |
| 30D | -6.3% | +9.3% | -15.5% | -7.7% |
| 3M | -6.0% | +5.8% | -11.8% | -7.3% |
| 6M | -3.5% | +7.2% | -10.7% | -5.4% |
| YTD | +3.9% | +20.0% | -16.0% | -0.8% |
| 1Y | +5.1% | +25.4% | -20.3% | -0.7% |
| 3Y | +77.9% | +89.2% | -11.3% | +46.5% |
| All | +62.5% | +134.2% | -71.7% | +20.5% |
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 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