-52.9%
NVO vs TE
-26.8%
-26.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.1% |
| 7D | -7.6% | +0.2% | -7.8% | -7.6% |
| 30D | -6.0% | -5.9% | -0.1% | -5.9% |
| 3M | -0.8% | -45.6% | +44.8% | 0.0% |
| 6M | +16.5% | -43.4% | +59.8% | +16.8% |
| YTD | -11.1% | -31.0% | +19.9% | -11.4% |
| 1Y | -16.7% | +145.2% | -161.9% | -19.2% |
| 3Y | -52.9% | -24.1% | -28.9% | -48.8% |
| All | -52.9% | -26.8% | -26.1% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 3y: compounded portfolio wealth divided by compounded TE 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…
3y analysis · Full analysis span regression · 6 months rolling