-52.9%
NVO vs BTDR
+4.4%
-57.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.7% | -5.9% | -2.3% |
| 7D | -7.6% | -3.4% | -4.2% | -7.5% |
| 30D | -6.0% | +32.6% | -38.6% | -6.9% |
| 3M | -0.8% | -32.2% | +31.5% | +0.1% |
| 6M | +16.5% | +52.4% | -35.9% | +13.4% |
| YTD | -11.1% | +6.7% | -17.8% | -12.5% |
| 1Y | -16.7% | -15.2% | -1.5% | -17.8% |
| 3Y | -52.9% | +14.9% | -67.8% | -55.8% |
| All | -52.9% | +4.4% | -57.3% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 3y: compounded portfolio wealth divided by compounded BTDR 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…
3y analysis · Full analysis span regression · 6 months rolling