+203.7%
NVO vs FN
+772.0%
-568.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.8% | +3.1% | -1.2% |
| 7D | +1.3% | -4.1% | +5.3% | +1.4% |
| 30D | +5.3% | -28.3% | +33.7% | +8.0% |
| 3M | -13.6% | -33.9% | +20.2% | -11.3% |
| 6M | -10.5% | -43.9% | +33.4% | -7.5% |
| YTD | -16.0% | -23.4% | +7.4% | -17.2% |
| 1Y | -7.0% | -25.4% | +18.4% | -8.3% |
| 3Y | -56.1% | +107.9% | -164.0% | -62.8% |
| 5Y | -19.0% | +195.1% | -214.1% | -35.6% |
| 10Y | +203.7% | +794.1% | -590.4% | +116.9% |
| All | +203.7% | +772.0% | -568.3% | +116.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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