+14,636.4%
NVO vs FLEX
+7,857.5%
+6,778.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.4% | -7.5% | -3.5% |
| 7D | +0.1% | +7.0% | -6.9% | -0.5% |
| 30D | -3.2% | -5.8% | +2.6% | -2.9% |
| 3M | +11.5% | -24.2% | +35.7% | +13.4% |
| 6M | +22.9% | +90.8% | -67.9% | +13.9% |
| YTD | -6.8% | +89.2% | -96.0% | -13.7% |
| 1Y | -12.6% | +104.7% | -117.4% | -19.8% |
| 3Y | -49.6% | +478.1% | -527.7% | -58.3% |
| 5Y | +0.6% | +726.2% | -725.6% | -20.0% |
| 10Y | +148.3% | +1,060.6% | -912.3% | +84.9% |
| All | +14,636.4% | +7,857.5% | +6,778.9% | +9,393.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling