-55.5%
NVO vs FE
+49.2%
-104.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | -2.6% | -0.4% | -2.2% | -2.5% |
| 30D | +6.5% | +3.6% | +2.9% | +6.0% |
| 3M | -11.8% | +0.3% | -12.1% | -11.9% |
| 6M | -10.3% | +6.4% | -16.7% | -10.8% |
| YTD | -15.2% | +8.1% | -23.3% | -16.0% |
| 1Y | -12.2% | +4.6% | -16.8% | -12.7% |
| All | -55.5% | +49.2% | -104.7% | -56.5% |
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