+136.0%
NVO vs NRG
+1,083.9%
-947.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.8% | -2.4% |
| 7D | -7.6% | -4.7% | -2.9% | -7.0% |
| 30D | -6.0% | -6.0% | 0.0% | -5.3% |
| 3M | -0.8% | -8.0% | +7.2% | -0.2% |
| 6M | +16.5% | -23.2% | +39.6% | +19.6% |
| YTD | -11.1% | -28.1% | +16.9% | -8.1% |
| 1Y | -16.7% | -27.3% | +10.5% | -14.2% |
| 3Y | -52.9% | +208.7% | -261.6% | -61.7% |
| 5Y | -3.0% | +197.7% | -200.6% | -21.7% |
| All | +136.0% | +1,083.9% | -947.9% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 10y: compounded portfolio wealth divided by compounded NRG 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…
10y analysis · Full analysis span regression · 6 months rolling