-3.1%
NVO vs XME
+162.6%
-165.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.9% |
| 7D | -7.6% | -4.2% | -3.4% | -6.7% |
| 30D | -6.0% | -2.7% | -3.3% | -5.5% |
| 3M | -0.8% | -3.9% | +3.1% | -0.2% |
| 6M | +16.5% | -1.0% | +17.4% | +15.8% |
| YTD | -11.1% | +9.8% | -20.9% | -14.2% |
| 1Y | -16.7% | +32.5% | -49.3% | -23.3% |
| 3Y | -52.9% | +124.3% | -177.3% | -62.0% |
| All | -3.1% | +162.6% | -165.7% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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