+31,203.5%
NVO vs ES
+1,195.4%
+30,008.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.5% | -2.0% |
| 7D | -7.6% | -3.6% | -4.0% | -6.8% |
| 30D | -6.0% | -4.2% | -1.7% | -5.1% |
| 3M | -0.8% | +0.1% | -0.9% | -0.8% |
| 6M | +16.5% | -6.2% | +22.7% | +18.0% |
| YTD | -11.1% | +4.1% | -15.2% | -12.1% |
| 1Y | -16.7% | +10.2% | -26.9% | -19.1% |
| 3Y | -52.9% | +26.1% | -79.0% | -56.2% |
| 5Y | -3.0% | -5.3% | +2.4% | -4.5% |
| 10Y | +147.1% | +82.4% | +64.7% | +105.2% |
| All | +31,203.5% | +1,195.4% | +30,008.1% | +17,249.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling