+379.1%
V vs NVO
+143.1%
+236.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.3% |
| 7D | -1.2% | -7.6% | +6.3% | +0.3% |
| 30D | +3.1% | -6.0% | +9.0% | +4.3% |
| 3M | +16.3% | -0.8% | +17.1% | +16.2% |
| 6M | +20.4% | +16.5% | +3.9% | +16.0% |
| YTD | +6.3% | -11.1% | +17.4% | +7.0% |
| 1Y | +8.7% | -16.7% | +25.4% | +10.5% |
| 3Y | +53.3% | -52.9% | +106.2% | +68.1% |
| 5Y | +71.1% | -3.0% | +74.0% | +42.8% |
| All | +379.1% | +143.1% | +236.1% | +205.3% |
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