+155.6%
NVO vs QLD
+1,665.6%
-1,510.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | -4.7% | +1.9% | -6.6% | -5.1% |
| 30D | -5.4% | -1.8% | -3.6% | -5.1% |
| 3M | +7.0% | -0.1% | +7.1% | +5.9% |
| 6M | +17.6% | +32.6% | -14.9% | +8.3% |
| YTD | -8.0% | +27.9% | -36.0% | -14.4% |
| 1Y | -13.8% | +40.3% | -54.1% | -21.6% |
| 3Y | -50.3% | +182.5% | -232.7% | -62.4% |
| 5Y | +0.7% | +122.5% | -121.9% | -23.2% |
| 10Y | +155.6% | +1,728.6% | -1,573.0% | -3.7% |
| All | +155.6% | +1,665.6% | -1,510.0% | -3.7% |
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