+2,273.3%
NVO vs QLD
+9,036.4%
-6,763.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.0% |
| 6M | +27.1% | +32.2% | -5.1% | +15.4% |
| YTD | -3.8% | +28.9% | -32.7% | -11.7% |
| 1Y | -12.8% | +43.8% | -56.7% | -22.6% |
| 3Y | -46.3% | +176.6% | -222.9% | -61.6% |
| 5Y | +3.6% | +121.6% | -118.0% | -26.2% |
| 10Y | +157.0% | +1,652.9% | -1,495.9% | -14.8% |
| All | +2,273.3% | +9,036.4% | -6,763.2% | +285.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling