+4,976.4%
NVO vs EW
+6,539.0%
-1,562.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.6% | -1.7% |
| 7D | -7.6% | -6.2% | -1.4% | -6.5% |
| 30D | -6.0% | -9.3% | +3.4% | -4.3% |
| 3M | -0.8% | -1.6% | +0.8% | -0.6% |
| 6M | +16.5% | -0.8% | +17.3% | +16.5% |
| YTD | -11.1% | -1.0% | -10.1% | -11.2% |
| 1Y | -16.7% | +8.2% | -24.9% | -18.2% |
| 3Y | -52.9% | +12.7% | -65.6% | -55.0% |
| 5Y | -3.0% | -30.2% | +27.2% | -0.7% |
| 10Y | +147.1% | +120.9% | +26.2% | +103.7% |
| All | +4,976.4% | +6,539.0% | -1,562.6% | +2,510.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling