+70.0%
XLE vs NVO
-54.3%
+124.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.9% |
| 7D | +5.4% | +3.3% | +2.1% | +5.4% |
| 30D | -3.9% | +9.2% | -13.2% | -4.1% |
| 3M | +7.0% | -9.8% | +16.8% | +7.2% |
| 6M | +14.2% | -10.4% | +24.7% | +14.4% |
| YTD | +48.2% | -14.1% | +62.3% | +48.0% |
| 1Y | +47.7% | -11.1% | +58.8% | +47.2% |
| 3Y | +70.0% | -54.9% | +124.9% | +69.6% |
| All | +70.0% | -54.3% | +124.3% | +69.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling