-12.8%
NVO vs QLD
+46.1%
-58.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | +2.2% | +0.6% | +1.6% | +2.0% |
| 30D | +6.0% | -0.1% | +6.1% | +5.9% |
| 3M | +7.9% | -8.4% | +16.2% | +10.6% |
| 6M | +27.1% | +32.2% | -5.1% | +4.7% |
| YTD | -3.8% | +28.9% | -32.7% | -19.3% |
| 1Y | -12.8% | +43.8% | -56.7% | -36.4% |
| All | -12.8% | +46.1% | -58.9% | -36.4% |
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