+32,286.4%
NVO vs ETR
+4,408.0%
+27,878.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | -0.1% | -1.0% |
| 7D | -4.7% | +0.4% | -5.1% | -4.8% |
| 30D | -5.4% | +2.0% | -7.5% | -5.9% |
| 3M | +7.0% | -1.7% | +8.7% | +7.2% |
| 6M | +17.6% | +3.6% | +14.0% | +16.3% |
| YTD | -8.0% | +18.0% | -26.1% | -11.8% |
| 1Y | -13.8% | +26.2% | -40.1% | -18.7% |
| 3Y | -50.3% | +148.0% | -198.3% | -60.3% |
| 5Y | +0.7% | +126.1% | -125.4% | -18.8% |
| 10Y | +155.6% | +302.3% | -146.7% | +76.2% |
| All | +32,286.4% | +4,408.0% | +27,878.4% | +14,688.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling