+218.9%
NVO vs FIVE
+504.2%
-285.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.4% |
| 7D | +3.3% | +2.7% | +0.6% | +2.9% |
| 30D | +9.2% | +12.7% | -3.5% | +7.5% |
| 3M | -9.8% | +2.1% | -11.8% | -10.1% |
| 6M | -10.4% | +17.5% | -27.9% | -12.8% |
| YTD | -14.1% | +31.0% | -45.1% | -17.8% |
| 1Y | -11.1% | +67.7% | -78.8% | -17.7% |
| 3Y | -54.9% | +43.4% | -98.3% | -59.2% |
| 5Y | -17.4% | +18.1% | -35.5% | -25.0% |
| All | +218.9% | +504.2% | -285.3% | +144.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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