+67.2%
F vs NVO
+212.9%
-145.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.7% |
| 7D | -3.9% | +0.9% | -4.7% | -4.0% |
| 30D | -0.5% | +6.8% | -7.3% | -1.5% |
| 3M | -12.9% | -11.3% | -1.7% | -11.4% |
| 6M | +1.5% | -12.4% | +13.9% | +3.3% |
| YTD | -5.0% | -16.1% | +11.1% | -3.8% |
| 1Y | -7.3% | -15.1% | +7.7% | -6.5% |
| 3Y | +45.3% | -56.2% | +101.4% | +58.5% |
| 5Y | -15.8% | -19.4% | +3.6% | -22.2% |
| All | +67.2% | +212.9% | -145.7% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO 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 10y: compounded portfolio wealth divided by compounded NVO 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…
10y analysis · Full analysis span regression · 6 months rolling