+136.0%
NVO vs FLEX
+1,128.1%
-992.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.2% | -9.3% | -2.9% |
| 7D | -7.6% | +5.7% | -13.3% | -8.2% |
| 30D | -6.0% | -7.0% | +1.1% | -5.4% |
| 3M | -0.8% | -23.8% | +23.1% | +1.5% |
| 6M | +16.5% | +82.6% | -66.2% | +4.6% |
| YTD | -11.1% | +91.6% | -102.7% | -20.9% |
| 1Y | -16.7% | +100.6% | -117.3% | -26.4% |
| 3Y | -52.9% | +479.8% | -532.7% | -64.3% |
| 5Y | -3.0% | +746.5% | -749.5% | -30.8% |
| All | +136.0% | +1,128.1% | -992.1% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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