-52.9%
NVO vs XHB
+23.1%
-76.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.6% |
| 7D | -7.6% | -4.6% | -2.9% | -6.4% |
| 30D | -6.0% | -9.1% | +3.2% | -3.6% |
| 3M | -0.8% | -8.6% | +7.8% | +1.2% |
| 6M | +16.5% | -4.0% | +20.5% | +16.6% |
| YTD | -11.1% | -3.9% | -7.2% | -11.3% |
| 1Y | -16.7% | -16.5% | -0.3% | -13.3% |
| 3Y | -52.9% | +22.6% | -75.5% | -54.0% |
| All | -52.9% | +23.1% | -76.0% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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