+136.0%
NVO vs UL
+66.7%
+69.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.8% | -2.4% |
| 7D | -7.6% | -3.4% | -4.2% | -6.4% |
| 30D | -6.0% | +0.5% | -6.5% | -6.1% |
| 3M | -0.8% | +7.2% | -8.0% | -3.2% |
| 6M | +16.5% | -3.1% | +19.5% | +17.4% |
| YTD | -11.1% | -2.7% | -8.4% | -11.0% |
| 1Y | -16.7% | -10.2% | -6.5% | -14.3% |
| 3Y | -52.9% | +20.3% | -73.2% | -56.6% |
| 5Y | -3.0% | +19.9% | -22.9% | -11.9% |
| All | +136.0% | +66.7% | +69.3% | +89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 10y: compounded portfolio wealth divided by compounded UL 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…
10y analysis · Full analysis span regression · 6 months rolling