-20.7%
TLT vs NVO
+143.1%
-163.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.1% |
| 7D | -1.6% | -7.6% | +5.9% | -1.6% |
| 30D | -1.1% | -6.0% | +4.8% | -1.1% |
| 3M | -4.9% | -0.8% | -4.1% | -4.8% |
| 6M | -5.0% | +16.5% | -21.5% | -5.0% |
| YTD | -4.4% | -11.1% | +6.8% | -4.4% |
| 1Y | -6.4% | -16.7% | +10.3% | -6.4% |
| 3Y | -2.0% | -52.9% | +50.9% | -2.2% |
| 5Y | -35.0% | -3.0% | -32.0% | -34.2% |
| All | -20.7% | +143.1% | -163.8% | -18.1% |
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