+51.6%
XOM vs NXT
+21.1%
+30.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.5% |
| 7D | +1.9% | -2.6% | +4.4% | +1.7% |
| 30D | +4.1% | -22.4% | +26.5% | +2.5% |
| 3M | +10.4% | -27.3% | +37.7% | +8.6% |
| 6M | +13.0% | -28.5% | +41.5% | +11.4% |
| YTD | +40.1% | -6.6% | +46.7% | +38.8% |
| All | +51.6% | +21.1% | +30.5% | +62.2% |
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