+411.2%
XLF vs NVO
+5,879.4%
-5,468.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | -2.9% | -7.4% | +4.5% | -1.0% |
| 30D | -1.6% | -5.5% | +3.9% | -0.3% |
| 3M | +9.3% | +4.1% | +5.1% | +7.7% |
| 6M | +14.6% | +19.3% | -4.7% | +8.7% |
| YTD | +4.7% | -9.2% | +13.9% | +5.0% |
| 1Y | +8.6% | -15.0% | +23.7% | +10.1% |
| 3Y | +73.9% | -50.9% | +124.7% | +93.2% |
| 5Y | +65.0% | -0.9% | +65.9% | +44.6% |
| 10Y | +250.4% | +152.4% | +98.0% | +123.6% |
| All | +411.2% | +5,879.4% | -5,468.1% | +63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling