-0.9%
NVO vs XRT
-4.5%
+3.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | -7.4% | -3.6% | -3.8% | -6.4% |
| 30D | -5.5% | -6.7% | +1.2% | -3.7% |
| 3M | +4.1% | -1.4% | +5.5% | +4.5% |
| 6M | +19.3% | +1.7% | +17.6% | +18.7% |
| YTD | -9.2% | -1.5% | -7.7% | -8.8% |
| 1Y | -15.0% | -2.5% | -12.5% | -14.5% |
| 3Y | -50.9% | +39.9% | -90.8% | -54.2% |
| 5Y | -0.9% | -2.6% | +1.8% | +1.1% |
| All | -0.9% | -4.5% | +3.6% | +1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling