+3,534.4%
NVO vs FLR
+571.1%
+2,963.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -1.0% |
| 7D | -7.4% | -6.9% | -0.5% | -6.6% |
| 30D | -5.5% | +1.1% | -6.6% | -5.7% |
| 3M | +4.1% | +14.3% | -10.2% | +1.9% |
| 6M | +19.3% | +19.1% | +0.2% | +15.5% |
| YTD | -9.2% | +35.1% | -44.3% | -13.4% |
| 1Y | -15.0% | +29.5% | -44.5% | -18.6% |
| 3Y | -50.9% | +53.0% | -103.9% | -55.2% |
| 5Y | -0.9% | +238.9% | -239.8% | -20.0% |
| 10Y | +152.4% | +17.4% | +135.1% | +113.7% |
| All | +3,534.4% | +571.1% | +2,963.3% | +2,218.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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