-3.1%
NVO vs ETR
+122.3%
-125.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.8% | -2.1% |
| 7D | -7.6% | -1.8% | -5.8% | -7.3% |
| 30D | -6.0% | -1.8% | -4.2% | -5.8% |
| 3M | -0.8% | -3.6% | +2.8% | -0.3% |
| 6M | +16.5% | +2.6% | +13.8% | +15.9% |
| YTD | -11.1% | +16.0% | -27.1% | -13.2% |
| 1Y | -16.7% | +20.1% | -36.9% | -19.1% |
| 3Y | -52.9% | +143.6% | -196.5% | -59.0% |
| All | -3.1% | +122.3% | -125.4% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling