-31.8%
NVO vs NXT
+173.5%
-205.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -2.3% |
| 7D | -7.6% | -1.9% | -5.7% | -7.5% |
| 30D | -6.0% | -20.0% | +14.1% | -4.6% |
| 3M | -0.8% | -30.7% | +30.0% | +1.5% |
| 6M | +16.5% | -29.0% | +45.4% | +18.2% |
| YTD | -11.1% | -4.8% | -6.3% | -12.0% |
| 1Y | -16.7% | +22.8% | -39.5% | -19.3% |
| 3Y | -52.9% | +93.9% | -146.9% | -56.4% |
| All | -31.8% | +173.5% | -205.3% | -39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling