+86.6%
XOP vs NVMI
+18,592.5%
-18,505.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.4% | +0.7% |
| 7D | +1.0% | +6.9% | -6.0% | 0.0% |
| 30D | +10.8% | -2.8% | +13.7% | +11.1% |
| 3M | +19.5% | -27.3% | +46.8% | +23.5% |
| 6M | +21.6% | -13.7% | +35.3% | +21.5% |
| YTD | +55.8% | +13.8% | +42.0% | +48.9% |
| 1Y | +54.6% | +34.9% | +19.8% | +43.5% |
| 3Y | +36.6% | +213.5% | -176.9% | +8.7% |
| 5Y | +160.6% | +272.5% | -111.8% | +99.3% |
| 10Y | +56.2% | +3,142.4% | -3,086.2% | -7.3% |
| All | +86.6% | +18,592.5% | -18,505.9% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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