+141.2%
NVO vs FIX
+5,963.7%
-5,822.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.1% |
| 7D | -7.4% | +0.7% | -8.0% | -7.5% |
| 30D | -5.5% | -5.7% | +0.2% | -5.1% |
| 3M | +4.1% | -7.4% | +11.6% | +4.1% |
| 6M | +19.3% | +15.1% | +4.3% | +15.5% |
| YTD | -9.2% | +70.7% | -79.9% | -16.5% |
| 1Y | -15.0% | +111.9% | -127.0% | -24.1% |
| 3Y | -50.9% | +759.5% | -810.4% | -63.9% |
| 5Y | -0.9% | +2,164.4% | -2,165.2% | -35.5% |
| All | +141.2% | +5,963.7% | -5,822.6% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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