-16.7%
NVO vs ED
+13.4%
-30.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.9% | -2.2% |
| 7D | -7.6% | -0.8% | -6.8% | -7.7% |
| 30D | -6.0% | -0.4% | -5.6% | -6.0% |
| 3M | -0.8% | +0.5% | -1.2% | -0.1% |
| 6M | +16.5% | -3.1% | +19.6% | +14.7% |
| YTD | -11.1% | +9.8% | -21.0% | -7.6% |
| 1Y | -16.7% | +12.6% | -29.3% | -10.1% |
| All | -16.7% | +13.4% | -30.1% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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