+3,369.2%
NVO vs FTI
+2,107.5%
+1,261.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | -4.7% | -2.3% | -2.4% | -4.4% |
| 30D | -5.4% | +5.0% | -10.5% | -6.1% |
| 3M | +7.0% | +13.8% | -6.9% | +4.8% |
| 6M | +17.6% | +22.9% | -5.3% | +13.7% |
| YTD | -8.0% | +75.0% | -83.0% | -15.4% |
| 1Y | -13.8% | +96.9% | -110.7% | -22.1% |
| 3Y | -50.3% | +276.7% | -327.0% | -59.5% |
| 5Y | +0.7% | +1,157.0% | -1,156.4% | -33.4% |
| 10Y | +155.6% | +310.7% | -155.1% | +82.8% |
| All | +3,369.2% | +2,107.5% | +1,261.7% | +1,688.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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