+49.8%
XOP vs NVT
+732.7%
-682.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.2% | -2.5% | -0.4% |
| 7D | +0.6% | +10.4% | -9.7% | -4.3% |
| 30D | +16.5% | -1.3% | +17.8% | +16.5% |
| 3M | +15.7% | -0.6% | +16.3% | +12.8% |
| 6M | +19.2% | +53.8% | -34.6% | -11.4% |
| YTD | +55.0% | +60.2% | -5.2% | +10.9% |
| 1Y | +54.2% | +76.8% | -22.6% | +2.1% |
| 3Y | +35.9% | +191.2% | -155.4% | -41.6% |
| 5Y | +162.4% | +430.9% | -268.5% | -30.7% |
| All | +49.8% | +732.7% | -682.9% | -69.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling