+10,588.5%
NVO vs FDS
+9,090.7%
+1,497.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.3% | +1.2% | -2.4% |
| 7D | +0.1% | -5.4% | +5.5% | +1.0% |
| 30D | -3.2% | +1.6% | -4.8% | -3.6% |
| 3M | +11.5% | +17.7% | -6.2% | +7.9% |
| 6M | +22.9% | +29.1% | -6.2% | +16.3% |
| YTD | -6.8% | +1.0% | -7.8% | -8.0% |
| 1Y | -12.6% | -21.6% | +9.0% | -10.4% |
| 3Y | -49.6% | -30.1% | -19.5% | -47.5% |
| 5Y | +0.6% | -20.7% | +21.3% | +2.1% |
| 10Y | +148.3% | +78.3% | +70.0% | +119.2% |
| All | +10,588.5% | +9,090.7% | +1,497.8% | +6,902.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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