-51.9%
NVO vs ESI
+73.2%
-125.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | -0.3% |
| 7D | -7.4% | -2.3% | -5.1% | -7.0% |
| 30D | -5.5% | -9.0% | +3.5% | -3.8% |
| 3M | +4.1% | -13.3% | +17.4% | +5.8% |
| 6M | +19.3% | +5.3% | +14.1% | +13.4% |
| YTD | -9.2% | +37.6% | -46.8% | -20.8% |
| 1Y | -15.0% | +33.6% | -48.6% | -25.4% |
| All | -51.9% | +73.2% | -125.1% | -59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling