+136.0%
NVO vs VIAV
+419.4%
-283.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.6% | -5.7% | -2.5% |
| 7D | -7.6% | +11.2% | -18.7% | -8.5% |
| 30D | -6.0% | -10.1% | +4.1% | -5.3% |
| 3M | -0.8% | -22.9% | +22.1% | +0.9% |
| 6M | +16.5% | +28.8% | -12.3% | +10.1% |
| YTD | -11.1% | +117.5% | -128.6% | -22.2% |
| 1Y | -16.7% | +216.1% | -232.8% | -31.2% |
| 3Y | -52.9% | +292.2% | -345.1% | -63.1% |
| 5Y | -3.0% | +141.0% | -144.0% | -18.4% |
| All | +136.0% | +419.4% | -283.4% | +76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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