+1,187.3%
VUG vs NVS
+738.2%
+449.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | +2.5% | -1.3% | +3.8% | +3.1% |
| 30D | -6.3% | +9.3% | -15.5% | -10.1% |
| 3M | -6.0% | +5.8% | -11.8% | -9.5% |
| 6M | -3.5% | +7.2% | -10.7% | -8.3% |
| YTD | +3.9% | +20.0% | -16.0% | -6.9% |
| 1Y | +5.1% | +25.4% | -20.3% | -7.9% |
| 3Y | +77.9% | +89.2% | -11.3% | +23.2% |
| 5Y | +62.4% | +134.6% | -72.2% | -1.4% |
| 10Y | +399.4% | +251.4% | +148.0% | +143.2% |
| All | +1,187.3% | +738.2% | +449.1% | +311.2% |
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