+32,286.4%
NVO vs EFX
+6,078.9%
+26,207.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.7% | -0.9% |
| 7D | -4.7% | -9.4% | +4.7% | -2.9% |
| 30D | -5.4% | -6.9% | +1.4% | -4.2% |
| 3M | +7.0% | +0.1% | +6.8% | +6.6% |
| 6M | +17.6% | -17.3% | +34.9% | +21.3% |
| YTD | -8.0% | -21.8% | +13.8% | -4.1% |
| 1Y | -13.8% | -32.5% | +18.7% | -7.7% |
| 3Y | -50.3% | -12.3% | -37.9% | -50.1% |
| 5Y | +0.7% | -36.6% | +37.3% | +5.7% |
| 10Y | +155.6% | +41.0% | +114.6% | +125.3% |
| All | +32,286.4% | +6,078.9% | +26,207.6% | +18,370.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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