+136.0%
NVO vs FFIV
+249.4%
-113.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.3% | -5.5% | -2.7% |
| 7D | -7.6% | +5.4% | -13.0% | -8.4% |
| 30D | -6.0% | -2.7% | -3.3% | -5.7% |
| 3M | -0.8% | +4.5% | -5.3% | -2.0% |
| 6M | +16.5% | +42.2% | -25.7% | +8.4% |
| YTD | -11.1% | +61.3% | -72.4% | -19.2% |
| 1Y | -16.7% | +23.0% | -39.8% | -20.8% |
| 3Y | -52.9% | +156.3% | -209.2% | -61.0% |
| 5Y | -3.0% | +102.9% | -105.8% | -17.2% |
| All | +136.0% | +249.4% | -113.4% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling