-54.9%
NVO vs FN
+112.9%
-167.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +11.9% | -9.2% | +1.8% |
| 7D | +2.3% | +16.3% | -14.0% | +1.0% |
| 30D | +7.1% | -24.7% | +31.8% | +8.9% |
| 3M | -11.3% | -34.9% | +23.6% | -9.1% |
| 6M | -9.0% | -41.1% | +32.1% | -6.5% |
| YTD | -14.6% | -19.6% | +5.0% | -17.0% |
| 1Y | -4.9% | -18.5% | +13.6% | -8.0% |
| 3Y | -54.9% | +119.1% | -174.0% | -62.2% |
| All | -54.9% | +112.9% | -167.7% | -62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling