+109.6%
NVO vs FTV
+87.0%
+22.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.0% |
| 7D | -4.7% | -1.3% | -3.4% | -4.4% |
| 30D | -5.4% | -9.5% | +4.1% | -3.2% |
| 3M | +7.0% | -10.9% | +17.9% | +9.7% |
| 6M | +17.6% | -0.6% | +18.2% | +17.1% |
| YTD | -8.0% | +1.4% | -9.5% | -9.4% |
| 1Y | -13.8% | +17.6% | -31.5% | -18.5% |
| 3Y | -50.3% | -3.3% | -47.0% | -50.9% |
| 5Y | +0.7% | -0.1% | +0.8% | -2.9% |
| 10Y | +155.6% | +82.5% | +73.1% | +148.4% |
| All | +109.6% | +87.0% | +22.6% | +104.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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