+227.7%
XLE vs NVO
-0.6%
+228.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +0.9% |
| 7D | +0.3% | -4.7% | +5.0% | +0.5% |
| 30D | +8.5% | -5.4% | +14.0% | +8.8% |
| 3M | +14.6% | +7.0% | +7.7% | +14.1% |
| 6M | +17.6% | +17.6% | 0.0% | +16.3% |
| YTD | +48.1% | -8.0% | +56.1% | +47.8% |
| 1Y | +53.8% | -13.8% | +67.6% | +53.9% |
| 3Y | +56.2% | -50.3% | +106.5% | +58.3% |
| 5Y | +227.7% | +0.7% | +227.1% | +199.9% |
| All | +227.7% | -0.6% | +228.3% | +199.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling