+1,250.4%
VUG vs NVS
+735.5%
+514.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.4% |
| 7D | -0.1% | +4.0% | -4.1% | -2.1% |
| 30D | -0.3% | +3.6% | -3.9% | -2.2% |
| 3M | -0.7% | +7.8% | -8.5% | -4.9% |
| 6M | +14.6% | -0.2% | +14.8% | +13.6% |
| YTD | +9.0% | +19.6% | -10.6% | -1.3% |
| 1Y | +14.9% | +28.4% | -13.5% | +0.1% |
| 3Y | +86.0% | +76.2% | +9.9% | +34.8% |
| 5Y | +76.7% | +111.1% | -34.4% | +14.5% |
| 10Y | +411.3% | +224.3% | +187.0% | +161.5% |
| All | +1,250.4% | +735.5% | +514.9% | +335.9% |
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