+208.5%
XOM vs NVT
+731.8%
-523.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.6% | -4.2% | -0.9% |
| 7D | +4.1% | +4.1% | 0.0% | +2.7% |
| 30D | +4.6% | -5.1% | +9.7% | +5.8% |
| 3M | +14.0% | -1.2% | +15.1% | +12.5% |
| 6M | +11.0% | +46.6% | -35.6% | -6.0% |
| YTD | +40.7% | +60.0% | -19.3% | +14.5% |
| 1Y | +52.3% | +70.8% | -18.5% | +19.5% |
| 3Y | +60.5% | +187.5% | -127.1% | -6.9% |
| 5Y | +266.4% | +426.1% | -159.7% | +49.8% |
| All | +208.5% | +731.8% | -523.3% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 10y: compounded portfolio wealth divided by compounded NVT 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…
10y analysis · Full analysis span regression · 6 months rolling