-3.1%
NVO vs ITOT
+74.3%
-77.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -3.0% | -2.7% |
| 7D | -7.6% | -0.9% | -6.7% | -7.0% |
| 30D | -6.0% | -1.5% | -4.5% | -5.1% |
| 3M | -0.8% | +3.6% | -4.3% | -3.4% |
| 6M | +16.5% | +13.7% | +2.8% | +6.5% |
| YTD | -11.1% | +12.9% | -24.1% | -18.0% |
| 1Y | -16.7% | +17.2% | -33.9% | -24.7% |
| 3Y | -52.9% | +75.6% | -128.5% | -66.2% |
| All | -3.1% | +74.3% | -77.4% | -28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling