-1.9%
NVO vs FGI
-74.8%
+72.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -25.2% | +27.6% | +3.0% |
| 7D | +3.3% | -14.4% | +17.7% | +3.5% |
| 30D | +9.2% | -11.8% | +21.0% | +9.3% |
| 3M | -9.8% | -46.2% | +36.5% | -8.8% |
| 6M | -10.4% | +5.2% | -15.6% | -12.1% |
| YTD | -14.1% | +10.5% | -24.6% | -16.7% |
| 1Y | -11.1% | +25.5% | -36.6% | -14.4% |
| 3Y | -54.9% | -16.0% | -38.9% | -57.9% |
| All | -1.9% | -74.8% | +72.9% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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