-19.4%
NVO vs USB
+24.1%
-43.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +0.9% | +1.2% | -0.3% | +0.6% |
| 30D | +6.8% | +6.3% | +0.5% | +5.5% |
| 3M | -11.3% | -6.1% | -5.1% | -10.1% |
| 6M | -12.4% | +13.0% | -25.4% | -14.7% |
| YTD | -16.1% | +16.6% | -32.7% | -18.7% |
| 1Y | -15.1% | +31.1% | -46.2% | -19.4% |
| 3Y | -56.2% | +100.9% | -157.1% | -61.4% |
| 5Y | -19.4% | +24.5% | -43.9% | -24.9% |
| All | -19.4% | +24.1% | -43.5% | -24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling