+30,156.9%
NVO vs ES
+1,272.1%
+28,884.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.2% |
| 7D | +3.3% | +2.7% | +0.6% | +2.7% |
| 30D | +9.2% | +7.6% | +1.6% | +7.4% |
| 3M | -9.8% | +0.5% | -10.2% | -9.9% |
| 6M | -10.4% | +7.6% | -18.0% | -11.9% |
| YTD | -14.1% | +10.2% | -24.3% | -16.2% |
| 1Y | -11.1% | +1.8% | -12.9% | -12.0% |
| 3Y | -54.9% | +55.4% | -110.3% | -60.0% |
| 5Y | -17.4% | +7.3% | -24.8% | -21.0% |
| 10Y | +214.4% | +96.4% | +118.0% | +157.0% |
| All | +30,156.9% | +1,272.1% | +28,884.8% | +16,452.5% |
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