+70.3%
T vs NVO
+143.1%
-72.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.1% | +4.1% | +2.2% |
| 7D | +1.5% | -7.6% | +9.1% | +2.1% |
| 30D | +7.5% | -6.0% | +13.4% | +8.0% |
| 3M | +14.8% | -0.8% | +15.6% | +14.8% |
| 6M | -1.7% | +16.5% | -18.2% | -3.1% |
| YTD | +8.7% | -11.1% | +19.8% | +8.8% |
| 1Y | -7.5% | -16.7% | +9.3% | -7.0% |
| 3Y | +110.2% | -52.9% | +163.2% | +118.1% |
| 5Y | +71.6% | -3.0% | +74.6% | +53.0% |
| All | +70.3% | +143.1% | -72.8% | +23.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling