-48.1%
NVO vs NVD
-99.1%
+51.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.5% | -5.7% | -0.9% |
| 7D | -7.4% | +9.0% | -16.4% | -6.7% |
| 30D | -5.5% | -5.5% | 0.0% | -5.7% |
| 3M | +4.1% | -24.6% | +28.7% | +2.2% |
| 6M | +19.3% | -42.1% | +61.4% | +15.0% |
| YTD | -9.2% | -44.3% | +35.2% | -12.3% |
| 1Y | -15.0% | -54.2% | +39.2% | -18.7% |
| 3Y | -50.9% | -99.1% | +48.3% | -66.0% |
| All | -48.1% | -99.1% | +51.0% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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