+3,616.0%
NVO vs AGG
+96.0%
+3,520.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.1% | -2.1% |
| 7D | -7.6% | -1.1% | -6.5% | -7.3% |
| 30D | -6.0% | -1.1% | -4.8% | -5.7% |
| 3M | -0.8% | -1.9% | +1.2% | -0.2% |
| 6M | +16.5% | -1.7% | +18.2% | +17.1% |
| YTD | -11.1% | -1.3% | -9.8% | -10.8% |
| 1Y | -16.7% | -0.7% | -16.0% | -16.5% |
| 3Y | -52.9% | +12.5% | -65.4% | -54.3% |
| 5Y | -3.0% | -2.5% | -0.5% | -3.1% |
| 10Y | +147.1% | +14.2% | +132.8% | +143.1% |
| All | +3,616.0% | +96.0% | +3,520.1% | +2,801.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling