-16.7%
NVO vs NTR
+39.1%
-55.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.8% | -2.2% |
| 7D | -7.6% | -1.3% | -6.3% | -7.7% |
| 30D | -6.0% | +16.8% | -22.7% | -4.5% |
| 3M | -0.8% | +20.7% | -21.5% | +1.4% |
| 6M | +16.5% | +0.5% | +15.9% | +16.6% |
| YTD | -11.1% | +29.2% | -40.3% | -8.7% |
| 1Y | -16.7% | +39.6% | -56.3% | -12.3% |
| All | -16.7% | +39.1% | -55.8% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 1y: compounded portfolio wealth divided by compounded NTR 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…
1y analysis · Full analysis span regression · 6 months rolling