-29.4%
NVO vs NXT
+171.8%
-201.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.6% | +2.3% | -1.1% |
| 7D | -4.7% | -0.2% | -4.5% | -4.7% |
| 30D | -5.4% | -20.0% | +14.5% | -4.1% |
| 3M | +7.0% | -30.9% | +37.9% | +9.3% |
| 6M | +17.6% | -23.8% | +41.4% | +18.7% |
| YTD | -8.0% | -5.4% | -2.6% | -8.9% |
| 1Y | -13.8% | +28.0% | -41.9% | -16.8% |
| 3Y | -50.3% | +93.3% | -143.6% | -53.9% |
| All | -29.4% | +171.8% | -201.2% | -37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling