+58.3%
XLE vs NVO
-50.2%
+108.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +0.9% |
| 7D | +0.3% | -4.7% | +5.0% | +0.4% |
| 30D | +8.5% | -5.4% | +14.0% | +8.6% |
| 3M | +14.6% | +7.0% | +7.7% | +14.4% |
| 6M | +17.6% | +17.6% | 0.0% | +16.9% |
| YTD | +48.1% | -8.0% | +56.1% | +47.7% |
| 1Y | +53.8% | -13.8% | +67.6% | +53.7% |
| All | +58.3% | -50.2% | +108.5% | +57.0% |
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