+3,688.9%
NVO vs AGI
+5,269.5%
-1,580.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -1.0% |
| 7D | -7.4% | -5.3% | -2.1% | -7.1% |
| 30D | -5.5% | +6.8% | -12.3% | -5.9% |
| 3M | +4.1% | +8.3% | -4.2% | +3.4% |
| 6M | +19.3% | -29.2% | +48.6% | +21.2% |
| YTD | -9.2% | -7.3% | -1.9% | -9.4% |
| 1Y | -15.0% | +8.0% | -23.0% | -16.0% |
| 3Y | -50.9% | +206.6% | -257.4% | -54.3% |
| 5Y | -0.9% | +398.1% | -399.0% | -10.6% |
| 10Y | +152.4% | +384.0% | -231.5% | +121.2% |
| All | +3,688.9% | +5,269.5% | -1,580.6% | +2,628.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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