-12.8%
NVO vs EFA
+23.1%
-36.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -2.0% |
| 7D | +2.2% | +0.6% | +1.6% | +1.6% |
| 30D | +6.0% | +0.9% | +5.1% | +5.2% |
| 3M | +7.9% | +4.9% | +3.0% | +2.8% |
| 6M | +27.1% | +8.6% | +18.5% | +17.8% |
| YTD | -3.8% | +14.6% | -18.5% | -20.3% |
| 1Y | -12.8% | +22.6% | -35.5% | -34.1% |
| All | -12.8% | +23.1% | -36.0% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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