-3.2%
NVO vs FGI
-68.3%
+65.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.9% | -4.9% | +0.8% |
| 7D | -2.6% | +6.9% | -9.5% | -2.7% |
| 30D | +6.5% | +3.9% | +2.6% | +6.4% |
| 3M | -11.8% | +74.3% | -86.1% | -14.1% |
| 6M | -10.3% | +28.9% | -39.3% | -12.3% |
| YTD | -15.2% | +39.1% | -54.3% | -18.1% |
| 1Y | -12.2% | +49.3% | -61.6% | -15.7% |
| 3Y | -55.7% | +5.7% | -61.4% | -58.8% |
| All | -3.2% | -68.3% | +65.1% | -7.4% |
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