+98.0%
NVO vs TRU
+228.8%
-130.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.4% |
| 7D | -7.6% | -2.7% | -4.8% | -6.9% |
| 30D | -6.0% | -2.0% | -3.9% | -5.6% |
| 3M | -0.8% | +18.4% | -19.2% | -5.1% |
| 6M | +16.5% | +8.9% | +7.6% | +13.3% |
| YTD | -11.1% | -8.9% | -2.2% | -9.7% |
| 1Y | -16.7% | -15.9% | -0.9% | -14.1% |
| 3Y | -52.9% | -1.1% | -51.8% | -54.5% |
| 5Y | -3.0% | -35.2% | +32.2% | +2.7% |
| 10Y | +147.1% | +145.3% | +1.8% | +82.3% |
| All | +98.0% | +228.8% | -130.8% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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