+937.3%
NVO vs VIVK
-100.0%
+1,037.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.4% | +5.3% | -2.1% |
| 7D | -7.6% | -4.4% | -3.2% | -7.6% |
| 30D | -6.0% | -40.8% | +34.8% | -6.0% |
| 3M | -0.8% | -94.1% | +93.4% | -0.9% |
| 6M | +16.5% | -98.2% | +114.7% | +16.3% |
| YTD | -11.1% | -98.0% | +86.9% | -11.2% |
| 1Y | -16.7% | -100.0% | +83.2% | -17.0% |
| 3Y | -52.9% | -100.0% | +47.1% | -53.0% |
| 5Y | -3.0% | -100.0% | +97.0% | -3.2% |
| 10Y | +147.1% | -100.0% | +247.1% | +147.9% |
| All | +937.3% | -100.0% | +1,037.3% | +930.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling