+1,258.4%
NET vs NVO
+89.8%
+1,168.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -4.5% | -3.8% | -7.0% |
| 7D | -21.2% | +3.0% | -24.2% | -22.0% |
| 30D | -31.1% | +7.4% | -38.5% | -32.7% |
| 3M | -16.5% | -8.3% | -8.2% | -15.0% |
| 6M | 0.0% | -9.0% | +9.1% | +1.0% |
| YTD | +24.0% | -16.8% | +40.9% | +28.1% |
| 1Y | +7.0% | -12.7% | +19.7% | +8.1% |
| 3Y | +279.6% | -55.2% | +334.8% | +348.3% |
| 5Y | +24.0% | -20.3% | +44.3% | -3.4% |
| All | +1,258.4% | +89.8% | +1,168.6% | +476.1% |
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