+32,286.5%
NVO vs UL
+2,587.5%
+29,698.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.3% | -0.8% |
| 7D | -4.7% | -3.2% | -1.5% | -3.7% |
| 30D | -5.4% | -0.6% | -4.9% | -5.2% |
| 3M | +7.0% | +9.4% | -2.5% | +3.7% |
| 6M | +17.6% | -4.1% | +21.7% | +18.9% |
| YTD | -8.0% | -2.0% | -6.1% | -8.1% |
| 1Y | -13.8% | -9.0% | -4.9% | -11.8% |
| 3Y | -50.3% | +21.8% | -72.1% | -54.1% |
| 5Y | +0.7% | +20.6% | -19.9% | -8.2% |
| 10Y | +155.6% | +67.7% | +87.9% | +104.2% |
| All | +32,286.5% | +2,587.5% | +29,698.9% | +10,570.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling