+49.6%
XOM vs NXT
-2.0%
+51.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.7% | +4.3% | -2.9% |
| 7D | -9.8% | +24.7% | -34.6% | -7.8% |
| 30D | +0.5% | +13.0% | -12.5% | +2.1% |
| 3M | +9.7% | -0.2% | +10.0% | +10.8% |
| 6M | +8.1% | -19.3% | +27.4% | +8.4% |
| YTD | +40.1% | +14.3% | +25.8% | +40.4% |
| 1Y | +49.6% | -11.0% | +60.6% | +51.7% |
| All | +49.6% | -2.0% | +51.7% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 1y: compounded portfolio wealth divided by compounded NXT 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…
1y analysis · Full analysis span regression · 6 months rolling