+6,981.5%
NVO vs FE
+561.4%
+6,420.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.8% |
| 7D | +2.2% | +1.9% | +0.2% | +1.7% |
| 30D | +6.0% | -1.2% | +7.1% | +6.3% |
| 3M | +7.9% | +3.5% | +4.4% | +6.9% |
| 6M | +27.1% | -6.1% | +33.1% | +28.9% |
| YTD | -3.8% | +7.6% | -11.4% | -5.8% |
| 1Y | -12.8% | +11.9% | -24.8% | -15.6% |
| 3Y | -46.3% | +48.4% | -94.7% | -52.1% |
| 5Y | +3.6% | +44.8% | -41.2% | -8.0% |
| 10Y | +157.0% | +115.9% | +41.1% | +96.5% |
| All | +6,981.5% | +561.4% | +6,420.0% | +3,944.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling