+2,007.4%
NVO vs QLD
+7,876.9%
-5,869.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.8% | -4.1% | +0.8% |
| 7D | +2.3% | -1.4% | +3.7% | +2.5% |
| 30D | +7.1% | -19.6% | +26.7% | +13.0% |
| 3M | -11.3% | -14.1% | +2.8% | -8.4% |
| 6M | -9.0% | -13.6% | +4.6% | -7.5% |
| YTD | -14.6% | +12.5% | -27.2% | -19.3% |
| 1Y | -4.9% | +13.1% | -18.0% | -10.4% |
| 3Y | -54.9% | +154.7% | -209.6% | -67.2% |
| 5Y | -18.7% | +81.1% | -99.8% | -39.1% |
| 10Y | +202.5% | +1,418.0% | -1,215.5% | +3.6% |
| All | +2,007.4% | +7,876.9% | -5,869.5% | +252.2% |
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