+136.0%
NVO vs EW
+120.5%
+15.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.6% | -1.6% |
| 7D | -7.6% | -6.2% | -1.4% | -6.3% |
| 30D | -6.0% | -9.3% | +3.4% | -4.0% |
| 3M | -0.8% | -1.6% | +0.8% | -0.5% |
| 6M | +16.5% | -0.8% | +17.3% | +16.5% |
| YTD | -11.1% | -1.0% | -10.1% | -11.3% |
| 1Y | -16.7% | +8.2% | -24.9% | -18.5% |
| 3Y | -52.9% | +12.7% | -65.6% | -55.6% |
| 5Y | -3.0% | -30.2% | +27.2% | +0.5% |
| All | +136.0% | +120.5% | +15.6% | +86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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