+50.3%
NVO vs ACI
+21.2%
+29.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.2% | -5.4% | -2.4% |
| 7D | -7.6% | -3.7% | -3.8% | -7.3% |
| 30D | -6.0% | +0.6% | -6.6% | -6.0% |
| 3M | -0.8% | -20.3% | +19.6% | +0.6% |
| 6M | +16.5% | -24.7% | +41.1% | +18.4% |
| YTD | -11.1% | -27.2% | +16.1% | -9.6% |
| 1Y | -16.7% | -32.7% | +16.0% | -14.7% |
| 3Y | -52.9% | -43.9% | -9.0% | -51.1% |
| 5Y | -3.0% | -38.9% | +35.9% | -0.7% |
| All | +50.3% | +21.2% | +29.1% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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