+163.4%
XOP vs NVT
+399.9%
-236.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.4% | +0.8% |
| 7D | +1.6% | +2.0% | -0.4% | +1.0% |
| 30D | +9.6% | -7.2% | +16.8% | +11.5% |
| 3M | +16.9% | -0.9% | +17.8% | +15.5% |
| 6M | +24.0% | +42.6% | -18.6% | +6.5% |
| YTD | +56.2% | +52.9% | +3.3% | +29.6% |
| 1Y | +51.8% | +64.5% | -12.7% | +20.9% |
| 3Y | +37.0% | +178.0% | -141.0% | -20.5% |
| 5Y | +163.4% | +402.8% | -239.4% | +4.8% |
| All | +163.4% | +399.9% | -236.5% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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