-12.8%
NVO vs XLRE
+9.1%
-22.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.3% |
| 7D | +2.2% | -1.2% | +3.4% | +3.3% |
| 30D | +6.0% | -2.8% | +8.8% | +8.7% |
| 3M | +7.9% | -0.2% | +8.1% | +7.9% |
| 6M | +27.1% | +1.9% | +25.1% | +24.3% |
| YTD | -3.8% | +10.6% | -14.4% | -11.4% |
| 1Y | -12.8% | +8.8% | -21.7% | -18.5% |
| All | -12.8% | +9.1% | -22.0% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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