+141.2%
NVO vs ES
+83.3%
+57.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.8% | -0.8% |
| 7D | -7.4% | -3.5% | -3.9% | -6.7% |
| 30D | -5.5% | -3.0% | -2.5% | -5.0% |
| 3M | +4.1% | -0.3% | +4.4% | +4.2% |
| 6M | +19.3% | -5.2% | +24.5% | +20.5% |
| YTD | -9.2% | +4.8% | -14.0% | -10.2% |
| 1Y | -15.0% | +12.7% | -27.7% | -17.7% |
| 3Y | -50.9% | +27.5% | -78.4% | -54.3% |
| 5Y | -0.9% | -4.7% | +3.8% | -1.7% |
| All | +141.2% | +83.3% | +57.9% | +116.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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