-52.9%
NVO vs XLRE
+31.2%
-84.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.6% |
| 7D | -7.6% | -1.2% | -6.4% | -7.0% |
| 30D | -6.0% | -2.4% | -3.6% | -4.7% |
| 3M | -0.8% | -2.5% | +1.7% | +0.6% |
| 6M | +16.5% | +4.0% | +12.5% | +14.4% |
| YTD | -11.1% | +9.3% | -20.4% | -14.6% |
| 1Y | -16.7% | +5.6% | -22.3% | -18.8% |
| 3Y | -52.9% | +31.3% | -84.2% | -55.5% |
| All | -52.9% | +31.2% | -84.1% | -55.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling