+31,886.7%
NVO vs LOW
+33,961.6%
-2,074.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | -7.4% | -2.6% | -4.7% | -7.0% |
| 30D | -5.5% | -11.1% | +5.6% | -3.8% |
| 3M | +4.1% | -8.5% | +12.6% | +5.4% |
| 6M | +19.3% | -20.8% | +40.2% | +23.3% |
| YTD | -9.2% | -17.2% | +8.0% | -6.8% |
| 1Y | -15.0% | -24.7% | +9.7% | -11.6% |
| 3Y | -50.9% | -9.7% | -41.1% | -50.5% |
| 5Y | -0.9% | +6.0% | -6.8% | -3.3% |
| 10Y | +152.4% | +230.5% | -78.0% | +105.0% |
| All | +31,886.7% | +33,961.6% | -2,074.9% | +16,575.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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