-16.7%
NVO vs XRT
-1.4%
-15.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -3.1% |
| 7D | -7.6% | -3.2% | -4.4% | -5.5% |
| 30D | -6.0% | -4.5% | -1.5% | -3.1% |
| 3M | -0.8% | -3.1% | +2.3% | +1.0% |
| 6M | +16.5% | +4.2% | +12.2% | +11.3% |
| YTD | -11.1% | -0.1% | -11.0% | -11.2% |
| 1Y | -16.7% | -3.0% | -13.7% | -13.1% |
| All | -16.7% | -1.4% | -15.3% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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