+1,084.6%
XLI vs NVO
+5,879.4%
-4,794.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | -2.3% | -7.4% | +5.1% | -0.7% |
| 30D | -8.2% | -5.5% | -2.7% | -7.2% |
| 3M | +0.8% | +4.1% | -3.3% | -0.6% |
| 6M | +0.8% | +19.3% | -18.5% | -3.6% |
| YTD | +10.5% | -9.2% | +19.7% | +10.6% |
| 1Y | +14.1% | -15.0% | +29.1% | +15.3% |
| 3Y | +68.6% | -50.9% | +119.5% | +84.4% |
| 5Y | +80.4% | -0.9% | +81.2% | +63.0% |
| 10Y | +254.6% | +152.4% | +102.2% | +150.5% |
| All | +1,084.6% | +5,879.4% | -4,794.7% | +389.3% |
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