+32,722.5%
NVO vs ED
+2,238.5%
+30,484.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.3% |
| 7D | +0.1% | +0.5% | -0.4% | 0.0% |
| 30D | -3.2% | +1.1% | -4.3% | -3.5% |
| 3M | +11.5% | +4.6% | +6.9% | +10.2% |
| 6M | +22.9% | -2.0% | +24.9% | +23.3% |
| YTD | -6.8% | +11.7% | -18.5% | -9.7% |
| 1Y | -12.6% | +15.7% | -28.4% | -16.2% |
| 3Y | -49.6% | +34.4% | -83.9% | -54.1% |
| 5Y | +0.6% | +67.3% | -66.7% | -14.3% |
| 10Y | +148.3% | +104.0% | +44.2% | +95.4% |
| All | +32,722.5% | +2,238.5% | +30,484.1% | +13,750.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling