+1,851.9%
TER vs NVO
+143.1%
+1,708.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +3.1% |
| 7D | +6.4% | -7.6% | +13.9% | +8.5% |
| 30D | -5.7% | -6.0% | +0.3% | -4.4% |
| 3M | -0.4% | -0.8% | +0.4% | -1.9% |
| 6M | +25.8% | +16.5% | +9.4% | +18.2% |
| YTD | +96.4% | -11.1% | +107.5% | +94.7% |
| 1Y | +229.2% | -16.7% | +245.9% | +231.4% |
| 3Y | +288.1% | -52.9% | +341.0% | +350.8% |
| 5Y | +219.9% | -3.0% | +222.9% | +160.2% |
| All | +1,851.9% | +143.1% | +1,708.8% | +1,012.3% |
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 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