+48.3%
XLE vs NVO
-12.6%
+60.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.9% |
| 7D | +2.2% | +2.2% | 0.0% | +2.3% |
| 30D | +11.8% | +6.0% | +5.8% | +12.0% |
| 3M | +9.8% | +7.9% | +1.9% | +10.1% |
| 6M | +15.6% | +27.1% | -11.5% | +16.1% |
| YTD | +45.3% | -3.8% | +49.1% | +43.5% |
| 1Y | +48.3% | -12.8% | +61.2% | +47.6% |
| All | +48.3% | -12.6% | +60.9% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO 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 NVO 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