+202.3%
NVO vs USFR
+27.6%
+174.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -4.7% | +0.1% | -4.8% | -4.7% |
| 30D | -5.4% | +0.3% | -5.7% | -5.4% |
| 3M | +7.0% | +1.0% | +6.0% | +7.0% |
| 6M | +17.6% | +1.9% | +15.7% | +17.7% |
| YTD | -8.0% | +2.7% | -10.7% | -8.0% |
| 1Y | -13.8% | +4.0% | -17.8% | -13.7% |
| 3Y | -50.3% | +14.0% | -64.3% | -50.4% |
| 5Y | +0.7% | +20.4% | -19.8% | +0.2% |
| 10Y | +155.6% | +28.0% | +127.6% | +154.8% |
| All | +202.3% | +27.6% | +174.7% | +206.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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