+57.6%
NVO vs ACI
+21.8%
+35.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.3% | +0.2% | -2.9% |
| 7D | +0.1% | -2.6% | +2.7% | +0.3% |
| 30D | -3.2% | +1.1% | -4.3% | -3.3% |
| 3M | +11.5% | -23.6% | +35.1% | +13.4% |
| 6M | +22.9% | -29.9% | +52.8% | +25.7% |
| YTD | -6.8% | -26.9% | +20.0% | -5.2% |
| 1Y | -12.6% | -34.2% | +21.6% | -10.3% |
| 3Y | -49.6% | -43.6% | -6.0% | -47.6% |
| 5Y | +0.6% | -42.4% | +43.0% | +3.1% |
| All | +57.6% | +21.8% | +35.8% | +50.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling