+4,298.3%
NVO vs EWT
+591.5%
+3,706.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | -4.7% | +2.1% | -6.9% | -5.3% |
| 30D | -5.4% | +9.4% | -14.8% | -8.0% |
| 3M | +7.0% | +10.9% | -3.9% | +2.8% |
| 6M | +17.6% | +57.9% | -40.3% | +1.2% |
| YTD | -8.0% | +75.9% | -84.0% | -23.3% |
| 1Y | -13.8% | +89.7% | -103.5% | -29.7% |
| 3Y | -50.3% | +200.9% | -251.1% | -64.7% |
| 5Y | +0.7% | +154.5% | -153.8% | -25.5% |
| 10Y | +155.6% | +520.8% | -365.2% | +45.6% |
| All | +4,298.3% | +591.5% | +3,706.8% | +1,906.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling