-49.6%
NVO vs FE
+48.5%
-98.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -3.0% |
| 7D | +0.1% | +0.6% | -0.5% | 0.0% |
| 30D | -3.2% | -2.1% | -1.1% | -3.0% |
| 3M | +11.5% | +2.6% | +8.9% | +11.3% |
| 6M | +22.9% | -6.8% | +29.7% | +23.6% |
| YTD | -6.8% | +6.9% | -13.7% | -7.4% |
| 1Y | -12.6% | +11.6% | -24.2% | -13.6% |
| 3Y | -49.6% | +47.7% | -97.3% | -51.2% |
| All | -49.6% | +48.5% | -98.0% | -51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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