+136.0%
NVO vs NYT
+489.9%
-353.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.2% |
| 7D | -7.6% | -0.6% | -7.0% | -7.5% |
| 30D | -6.0% | +4.6% | -10.6% | -6.6% |
| 3M | -0.8% | -9.6% | +8.8% | +0.6% |
| 6M | +16.5% | -14.0% | +30.5% | +18.8% |
| YTD | -11.1% | -2.8% | -8.3% | -10.9% |
| 1Y | -16.7% | +15.6% | -32.3% | -18.8% |
| 3Y | -52.9% | +56.3% | -109.2% | -57.1% |
| 5Y | -3.0% | +39.5% | -42.5% | -12.2% |
| All | +136.0% | +489.9% | -353.9% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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