-52.9%
NVO vs ETR
+143.8%
-196.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.8% | -2.1% |
| 7D | -7.6% | -1.8% | -5.8% | -7.4% |
| 30D | -6.0% | -1.8% | -4.2% | -5.8% |
| 3M | -0.8% | -3.6% | +2.8% | -0.5% |
| 6M | +16.5% | +2.6% | +13.8% | +16.0% |
| YTD | -11.1% | +16.0% | -27.1% | -12.7% |
| 1Y | -16.7% | +20.1% | -36.9% | -18.4% |
| 3Y | -52.9% | +143.6% | -196.5% | -56.0% |
| All | -52.9% | +143.8% | -196.8% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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