+321.7%
VWO vs NVS
+547.3%
-225.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -1.8% | -14.3% | +12.5% | +6.6% |
| 30D | -0.1% | -10.0% | +9.9% | +4.9% |
| 3M | +2.2% | -10.9% | +13.1% | +7.3% |
| 6M | +8.8% | -12.0% | +20.7% | +14.7% |
| YTD | +12.4% | +2.5% | +9.9% | +7.4% |
| 1Y | +15.6% | +10.7% | +4.9% | +4.7% |
| 3Y | +62.5% | +53.3% | +9.2% | +15.6% |
| 5Y | +34.3% | +93.6% | -59.3% | -21.2% |
| 10Y | +114.8% | +180.6% | -65.8% | -9.2% |
| All | +321.7% | +547.3% | -225.6% | -15.3% |
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