+203.7%
NVO vs QLD
+1,387.1%
-1,183.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.4% |
| 7D | +1.3% | -3.8% | +5.1% | +2.0% |
| 30D | +5.3% | -20.5% | +25.9% | +10.4% |
| 3M | -13.6% | -14.6% | +1.0% | -11.1% |
| 6M | -10.5% | -14.7% | +4.1% | -9.0% |
| YTD | -16.0% | +11.2% | -27.2% | -19.8% |
| 1Y | -7.0% | +7.1% | -14.1% | -10.5% |
| 3Y | -56.1% | +141.1% | -197.2% | -65.8% |
| 5Y | -19.0% | +84.3% | -103.3% | -35.6% |
| 10Y | +203.7% | +1,450.1% | -1,246.4% | +34.8% |
| All | +203.7% | +1,387.1% | -1,183.5% | +34.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling