+210.3%
NVO vs USB
+84.9%
+125.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.0% | +1.0% |
| 7D | -2.6% | -0.5% | -2.0% | -2.5% |
| 30D | +6.5% | +5.7% | +0.8% | +5.5% |
| 3M | -11.8% | -4.7% | -7.1% | -11.0% |
| 6M | -10.3% | +13.4% | -23.7% | -12.4% |
| YTD | -15.2% | +17.0% | -32.2% | -17.5% |
| 1Y | -12.2% | +32.4% | -44.6% | -16.4% |
| 3Y | -55.7% | +101.7% | -157.4% | -60.8% |
| 5Y | -18.7% | +24.4% | -43.2% | -23.5% |
| 10Y | +210.3% | +83.6% | +126.7% | +173.9% |
| All | +210.3% | +84.9% | +125.5% | +173.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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