+2,184.5%
NVO vs XRT
+501.1%
+1,683.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.9% | -2.4% |
| 7D | +0.1% | -0.3% | +0.3% | +0.2% |
| 30D | -3.2% | -5.6% | +2.4% | -1.4% |
| 3M | +11.5% | +2.5% | +9.0% | +10.5% |
| 6M | +22.9% | +3.7% | +19.2% | +21.3% |
| YTD | -6.8% | +1.0% | -7.8% | -7.1% |
| 1Y | -12.6% | -1.2% | -11.4% | -12.3% |
| 3Y | -49.6% | +43.4% | -92.9% | -55.4% |
| 5Y | +0.6% | -0.7% | +1.3% | -2.7% |
| 10Y | +148.3% | +123.7% | +24.6% | +65.9% |
| All | +2,184.5% | +501.1% | +1,683.5% | +865.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling