+50.5%
NVO vs QS
-47.4%
+98.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.5% | -1.2% |
| 7D | -7.4% | -5.0% | -2.4% | -7.2% |
| 30D | -5.5% | -18.3% | +12.8% | -4.9% |
| 3M | +4.1% | -26.0% | +30.1% | +5.0% |
| 6M | +19.3% | -24.0% | +43.4% | +20.0% |
| YTD | -9.2% | -50.3% | +41.1% | -7.5% |
| 1Y | -15.0% | -38.0% | +23.0% | -14.2% |
| 3Y | -50.9% | -24.6% | -26.3% | -51.4% |
| 5Y | -0.9% | -75.4% | +74.6% | -0.9% |
| All | +50.5% | -47.4% | +98.0% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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