-12.8%
NVO vs EFV
+30.7%
-43.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.8% |
| 7D | +2.2% | +1.5% | +0.7% | +0.8% |
| 30D | +6.0% | +1.7% | +4.3% | +4.4% |
| 3M | +7.9% | +8.6% | -0.8% | 0.0% |
| 6M | +27.1% | +11.7% | +15.4% | +14.7% |
| YTD | -3.8% | +19.3% | -23.1% | -22.3% |
| 1Y | -12.8% | +30.2% | -43.1% | -35.3% |
| All | -12.8% | +30.7% | -43.5% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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