-52.9%
NVO vs ETN
+86.8%
-139.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.0% | -6.1% | -2.9% |
| 7D | -7.6% | +3.5% | -11.1% | -8.3% |
| 30D | -6.0% | -7.5% | +1.5% | -4.6% |
| 3M | -0.8% | +8.3% | -9.1% | -3.8% |
| 6M | +16.5% | +20.2% | -3.7% | +8.0% |
| YTD | -11.1% | +34.7% | -45.8% | -20.3% |
| 1Y | -16.7% | +19.4% | -36.2% | -22.8% |
| 3Y | -52.9% | +85.5% | -138.4% | -62.4% |
| All | -52.9% | +86.8% | -139.7% | -62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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