+11,872.8%
NVO vs NTAP
+23,312.9%
-11,440.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -1.2% |
| 7D | -4.7% | +2.2% | -6.9% | -4.9% |
| 30D | -5.4% | -7.0% | +1.6% | -5.0% |
| 3M | +7.0% | +12.3% | -5.3% | +5.8% |
| 6M | +17.6% | +85.1% | -67.5% | +11.4% |
| YTD | -8.0% | +74.8% | -82.8% | -12.5% |
| 1Y | -13.8% | +52.7% | -66.5% | -17.2% |
| 3Y | -50.3% | +147.7% | -197.9% | -54.2% |
| 5Y | +0.7% | +124.8% | -124.1% | -7.2% |
| 10Y | +155.6% | +589.7% | -434.1% | +113.8% |
| All | +11,872.8% | +23,312.9% | -11,440.1% | +8,300.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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