-51.9%
NVO vs NXT
+87.2%
-139.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.2% |
| 7D | -7.4% | -2.6% | -4.8% | -7.2% |
| 30D | -5.5% | -22.4% | +16.9% | -4.0% |
| 3M | +4.1% | -27.3% | +31.5% | +6.0% |
| 6M | +19.3% | -28.5% | +47.8% | +20.9% |
| YTD | -9.2% | -6.6% | -2.6% | -9.9% |
| 1Y | -15.0% | +20.4% | -35.4% | -17.4% |
| All | -51.9% | +87.2% | -139.1% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 3y: compounded portfolio wealth divided by compounded NXT 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…
3y analysis · Full analysis span regression · 6 months rolling