+95.0%
NVO vs NTR
+97.9%
-3.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.8% | -2.1% |
| 7D | -7.6% | -1.3% | -6.3% | -7.5% |
| 30D | -6.0% | +16.8% | -22.7% | -7.5% |
| 3M | -0.8% | +20.7% | -21.5% | -2.9% |
| 6M | +16.5% | +0.5% | +15.9% | +16.0% |
| YTD | -11.1% | +29.2% | -40.3% | -14.3% |
| 1Y | -16.7% | +39.6% | -56.3% | -20.6% |
| 3Y | -52.9% | +37.9% | -90.8% | -55.4% |
| 5Y | -3.0% | +47.1% | -50.0% | -12.9% |
| All | +95.0% | +97.9% | -3.0% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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