+136.0%
NVO vs EFV
+169.9%
-33.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.7% |
| 7D | -7.6% | -0.8% | -6.8% | -7.2% |
| 30D | -6.0% | +0.6% | -6.6% | -6.3% |
| 3M | -0.8% | +7.5% | -8.3% | -4.7% |
| 6M | +16.5% | +13.0% | +3.4% | +8.7% |
| YTD | -11.1% | +18.3% | -29.4% | -19.1% |
| 1Y | -16.7% | +26.7% | -43.5% | -26.9% |
| 3Y | -52.9% | +89.6% | -142.5% | -66.3% |
| 5Y | -3.0% | +98.2% | -101.2% | -32.5% |
| All | +136.0% | +169.9% | -33.9% | +42.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling