-16.7%
NVO vs EFV
+27.7%
-44.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -3.1% |
| 7D | -7.6% | -0.8% | -6.8% | -6.9% |
| 30D | -6.0% | +0.6% | -6.6% | -6.4% |
| 3M | -0.8% | +7.5% | -8.3% | -7.2% |
| 6M | +16.5% | +13.0% | +3.4% | +3.3% |
| YTD | -11.1% | +18.3% | -29.4% | -28.4% |
| 1Y | -16.7% | +26.7% | -43.5% | -38.6% |
| All | -16.7% | +27.7% | -44.4% | -38.6% |
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