+136.0%
NVO vs ESI
+312.8%
-176.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.2% |
| 7D | -7.6% | -4.6% | -2.9% | -6.8% |
| 30D | -6.0% | -10.5% | +4.5% | -4.2% |
| 3M | -0.8% | -19.8% | +19.0% | +2.6% |
| 6M | +16.5% | +5.8% | +10.6% | +13.0% |
| YTD | -11.1% | +38.3% | -49.4% | -18.5% |
| 1Y | -16.7% | +31.5% | -48.2% | -23.0% |
| 3Y | -52.9% | +80.7% | -133.6% | -59.4% |
| 5Y | -3.0% | +69.4% | -72.4% | -16.6% |
| All | +136.0% | +312.8% | -176.7% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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