+257.2%
XOM vs NVT
+419.5%
-162.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.6% | -4.2% | 0.0% |
| 7D | +4.1% | +4.1% | 0.0% | +3.6% |
| 30D | +4.6% | -5.1% | +9.7% | +5.0% |
| 3M | +14.0% | -1.2% | +15.1% | +13.6% |
| 6M | +11.0% | +46.6% | -35.6% | +3.7% |
| YTD | +40.7% | +60.0% | -19.3% | +29.2% |
| 1Y | +52.3% | +70.8% | -18.5% | +37.3% |
| 3Y | +60.5% | +187.5% | -127.1% | +22.1% |
| All | +257.2% | +419.5% | -162.3% | +114.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling