-8.2%
NVO vs AGG
-0.5%
-7.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.5% | +4.5% | +4.1% |
| 7D | +10.2% | +0.5% | +9.6% | +9.1% |
| 30D | +12.4% | +2.4% | +10.0% | +7.8% |
| 3M | -3.5% | -1.0% | -2.6% | -1.8% |
| 6M | -3.8% | -0.9% | -2.9% | -2.3% |
| YTD | -13.0% | -0.9% | -12.1% | -12.3% |
| 1Y | -8.2% | -0.5% | -7.7% | -8.8% |
| All | -8.2% | -0.5% | -7.7% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 1y: compounded portfolio wealth divided by compounded AGG 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…
1y analysis · Full analysis span regression · 6 months rolling