+206.5%
XOM vs NVTS
-17.0%
+223.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.3% | +5.6% | +2.2% |
| 7D | 0.0% | +3.5% | -3.4% | 0.0% |
| 30D | +3.4% | -11.9% | +15.4% | +3.5% |
| 3M | +11.0% | -49.2% | +60.2% | +11.5% |
| 6M | +10.6% | +38.4% | -27.8% | +9.7% |
| YTD | +39.2% | +62.5% | -23.3% | +37.6% |
| 1Y | +52.7% | +101.4% | -48.7% | +50.1% |
| 3Y | +56.8% | +40.4% | +16.3% | +54.8% |
| All | +206.5% | -17.0% | +223.5% | +188.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling