+136.0%
NVO vs EVRG
+113.9%
+22.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.5% | -2.2% |
| 7D | -7.6% | +0.1% | -7.7% | -7.6% |
| 30D | -6.0% | -1.2% | -4.7% | -5.8% |
| 3M | -0.8% | -0.6% | -0.2% | -0.7% |
| 6M | +16.5% | +2.4% | +14.0% | +15.8% |
| YTD | -11.1% | +15.5% | -26.6% | -14.1% |
| 1Y | -16.7% | +16.8% | -33.5% | -19.7% |
| 3Y | -52.9% | +75.0% | -127.9% | -58.8% |
| 5Y | -3.0% | +49.3% | -52.3% | -12.5% |
| All | +136.0% | +113.9% | +22.1% | +97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 10y: compounded portfolio wealth divided by compounded EVRG 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…
10y analysis · Full analysis span regression · 6 months rolling