+68.7%
XOM vs NXT
+213.5%
-144.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.1% | +0.5% |
| 7D | +2.8% | -9.4% | +12.3% | +3.0% |
| 30D | -3.6% | +15.1% | -18.7% | -3.9% |
| 3M | +8.2% | -9.1% | +17.4% | +8.6% |
| 6M | +14.0% | -30.3% | +44.4% | +15.1% |
| YTD | +44.6% | +9.1% | +35.5% | +41.6% |
| 1Y | +47.8% | +7.9% | +39.9% | +44.7% |
| 3Y | +79.6% | +176.5% | -96.9% | +58.2% |
| All | +68.7% | +213.5% | -144.8% | +42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling