+553.6%
SCHD vs NVO
+512.3%
+41.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.7% |
| 7D | -2.0% | -7.6% | +5.6% | -0.7% |
| 30D | -0.4% | -6.0% | +5.6% | +0.5% |
| 3M | +5.7% | -0.8% | +6.5% | +5.6% |
| 6M | +11.9% | +16.5% | -4.6% | +8.7% |
| YTD | +26.4% | -11.1% | +37.6% | +26.9% |
| 1Y | +27.6% | -16.7% | +44.3% | +29.0% |
| 3Y | +54.9% | -52.9% | +107.9% | +67.1% |
| 5Y | +60.9% | -3.0% | +63.9% | +44.0% |
| 10Y | +243.4% | +147.1% | +96.4% | +145.7% |
| All | +553.6% | +512.3% | +41.3% | +243.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO 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 NVO 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