-52.9%
NVO vs ITOT
+75.8%
-128.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -3.0% | -2.8% |
| 7D | -7.6% | -0.9% | -6.7% | -6.9% |
| 30D | -6.0% | -1.5% | -4.5% | -4.8% |
| 3M | -0.8% | +3.6% | -4.3% | -4.1% |
| 6M | +16.5% | +13.7% | +2.8% | +3.4% |
| YTD | -11.1% | +12.9% | -24.1% | -20.1% |
| 1Y | -16.7% | +17.2% | -33.9% | -27.0% |
| 3Y | -52.9% | +75.6% | -128.5% | -69.5% |
| All | -52.9% | +75.8% | -128.7% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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