-8.2%
NVO vs QLD
+13.1%
-21.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.9% | +3.1% | +4.7% |
| 7D | +10.2% | -9.4% | +19.5% | +11.8% |
| 30D | +12.4% | -17.1% | +29.4% | +15.9% |
| 3M | -3.5% | -10.4% | +6.9% | -2.2% |
| 6M | -3.8% | +0.7% | -4.5% | -11.5% |
| YTD | -13.0% | +17.7% | -30.7% | -26.6% |
| 1Y | -8.2% | +14.7% | -22.9% | -22.1% |
| All | -8.2% | +13.1% | -21.4% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 1y: compounded portfolio wealth divided by compounded QLD 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…
1y analysis · Full analysis span regression · 6 months rolling