+207.0%
XOM vs NVT
+694.8%
-487.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.3% |
| 7D | +1.9% | +2.0% | -0.2% | +1.1% |
| 30D | +4.1% | -7.2% | +11.2% | +6.0% |
| 3M | +10.4% | -0.9% | +11.3% | +8.7% |
| 6M | +13.0% | +42.6% | -29.6% | -3.5% |
| YTD | +40.1% | +52.9% | -12.8% | +15.6% |
| 1Y | +51.1% | +64.5% | -13.3% | +19.9% |
| 3Y | +57.7% | +178.0% | -120.3% | -7.7% |
| 5Y | +264.7% | +402.8% | -138.0% | +51.2% |
| All | +207.0% | +694.8% | -487.8% | -3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling