-52.9%
NVO vs VIVK
-100.0%
+47.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.4% | +5.3% | -2.2% |
| 7D | -7.6% | -4.4% | -3.2% | -7.6% |
| 30D | -6.0% | -40.8% | +34.8% | -6.1% |
| 3M | -0.8% | -94.1% | +93.4% | -1.9% |
| 6M | +16.5% | -98.2% | +114.7% | +14.7% |
| YTD | -11.1% | -98.0% | +86.9% | -11.9% |
| 1Y | -16.7% | -100.0% | +83.2% | -19.6% |
| 3Y | -52.9% | -100.0% | +47.1% | -56.8% |
| All | -52.9% | -100.0% | +47.1% | -56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 3y: compounded portfolio wealth divided by compounded VIVK 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…
3y analysis · Full analysis span regression · 6 months rolling