-52.9%
NVO vs EWT
+198.4%
-251.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -4.0% | -2.7% |
| 7D | -7.6% | -1.1% | -6.4% | -7.2% |
| 30D | -6.0% | +4.5% | -10.4% | -7.5% |
| 3M | -0.8% | +8.3% | -9.0% | -4.6% |
| 6M | +16.5% | +54.2% | -37.8% | -7.6% |
| YTD | -11.1% | +74.6% | -85.7% | -33.8% |
| 1Y | -16.7% | +84.9% | -101.6% | -39.7% |
| 3Y | -52.9% | +197.5% | -250.4% | -72.4% |
| All | -52.9% | +198.4% | -251.3% | -72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 3y: compounded portfolio wealth divided by compounded EWT 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…
3y analysis · Full analysis span regression · 6 months rolling