+63.4%
XOM vs NXT
+168.4%
-105.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.6% |
| 7D | +1.9% | -2.6% | +4.4% | +1.9% |
| 30D | +4.1% | -22.4% | +26.5% | +4.8% |
| 3M | +10.4% | -27.3% | +37.7% | +11.2% |
| 6M | +13.0% | -28.5% | +41.5% | +13.2% |
| YTD | +40.1% | -6.6% | +46.7% | +37.7% |
| 1Y | +51.1% | +20.4% | +30.8% | +45.4% |
| 3Y | +57.7% | +90.9% | -33.2% | +42.6% |
| All | +63.4% | +168.4% | -105.0% | +38.7% |
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