-18.7%
NVO vs ROIV
+421.8%
-440.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.8% |
| 7D | -2.6% | +9.5% | -12.1% | -3.3% |
| 30D | +6.5% | +21.0% | -14.5% | +4.8% |
| 3M | -11.8% | +18.7% | -30.5% | -13.2% |
| 6M | -10.3% | +44.5% | -54.8% | -13.5% |
| YTD | -15.2% | +92.9% | -108.1% | -20.2% |
| 1Y | -12.2% | +100.2% | -112.5% | -17.6% |
| 3Y | -55.7% | +375.0% | -430.7% | -60.7% |
| 5Y | -18.7% | +435.2% | -453.9% | -34.9% |
| All | -18.7% | +421.8% | -440.6% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 5y: compounded portfolio wealth divided by compounded ROIV 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…
5y analysis · Full analysis span regression · 6 months rolling