-3.1%
NVO vs ESI
+67.8%
-70.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.2% |
| 7D | -7.6% | -4.6% | -2.9% | -6.6% |
| 30D | -6.0% | -10.5% | +4.5% | -3.8% |
| 3M | -0.8% | -19.8% | +19.0% | +3.2% |
| 6M | +16.5% | +5.8% | +10.6% | +11.5% |
| YTD | -11.1% | +38.3% | -49.4% | -21.1% |
| 1Y | -16.7% | +31.5% | -48.2% | -25.3% |
| 3Y | -52.9% | +80.7% | -133.6% | -61.6% |
| All | -3.1% | +67.8% | -70.9% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling