-45.4%
NVO vs ADVB
-89.4%
+44.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.3% | +4.0% | -1.3% |
| 7D | -4.7% | -13.0% | +8.3% | -4.5% |
| 30D | -5.4% | +7.5% | -12.9% | -5.6% |
| 3M | +7.0% | +129.1% | -122.1% | +3.3% |
| 6M | +17.6% | +71.7% | -54.1% | +13.0% |
| YTD | -8.0% | +45.5% | -53.6% | -11.1% |
| 1Y | -13.8% | -2.7% | -11.1% | -16.0% |
| All | -45.4% | -89.4% | +44.0% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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