-49.6%
NVO vs FIVE
+59.0%
-108.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -3.2% |
| 7D | +0.1% | +3.7% | -3.6% | -0.5% |
| 30D | -3.2% | +4.0% | -7.2% | -3.9% |
| 3M | +11.5% | +36.2% | -24.7% | +6.1% |
| 6M | +22.9% | +18.0% | +4.9% | +18.8% |
| YTD | -6.8% | +34.9% | -41.7% | -11.9% |
| 1Y | -12.6% | +67.9% | -80.6% | -20.4% |
| 3Y | -49.6% | +57.3% | -106.9% | -58.7% |
| All | -49.6% | +59.0% | -108.6% | -58.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling