+2,236.7%
NVO vs ET
+1,438.5%
+798.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -2.0% |
| 7D | -7.6% | +0.2% | -7.8% | -7.6% |
| 30D | -6.0% | +2.9% | -8.8% | -6.4% |
| 3M | -0.8% | +16.8% | -17.6% | -3.0% |
| 6M | +16.5% | +18.9% | -2.4% | +13.4% |
| YTD | -11.1% | +37.7% | -48.8% | -15.3% |
| 1Y | -16.7% | +32.4% | -49.2% | -20.2% |
| 3Y | -52.9% | +99.5% | -152.4% | -57.8% |
| 5Y | -3.0% | +244.0% | -246.9% | -20.5% |
| 10Y | +147.1% | +172.1% | -25.1% | +98.1% |
| All | +2,236.7% | +1,438.5% | +798.2% | +762.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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