+209.8%
XOM vs NVTS
-16.8%
+226.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.3% | -3.8% | +0.4% |
| 7D | +4.1% | -1.4% | +5.5% | +4.1% |
| 30D | +4.6% | -16.5% | +21.1% | +4.7% |
| 3M | +14.0% | -47.6% | +61.6% | +14.5% |
| 6M | +11.0% | +7.3% | +3.7% | +10.4% |
| YTD | +40.7% | +62.9% | -22.2% | +39.1% |
| 1Y | +52.3% | +91.3% | -39.0% | +49.8% |
| 3Y | +60.5% | +43.4% | +17.1% | +58.3% |
| All | +209.8% | -16.8% | +226.6% | +191.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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