+76.5%
VUG vs NVS
+92.5%
-16.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -1.9% | -15.7% | +13.8% | +0.8% |
| 30D | -1.6% | -11.1% | +9.5% | +0.1% |
| 3M | +4.4% | -7.2% | +11.6% | +5.0% |
| 6M | +13.2% | -12.3% | +25.5% | +15.2% |
| YTD | +7.5% | +2.8% | +4.7% | +5.4% |
| 1Y | +12.5% | +11.9% | +0.5% | +8.0% |
| 3Y | +86.0% | +55.1% | +30.9% | +60.4% |
| 5Y | +76.5% | +94.1% | -17.6% | +35.8% |
| All | +76.5% | +92.5% | -16.0% | +35.8% |
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