+103.6%
XOP vs NVTS
-16.8%
+120.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | 0.0% |
| 7D | +2.6% | -1.4% | +4.1% | +2.7% |
| 30D | +9.6% | -16.5% | +26.1% | +10.2% |
| 3M | +20.4% | -47.6% | +68.0% | +22.8% |
| 6M | +19.9% | +7.3% | +12.6% | +17.5% |
| YTD | +56.4% | +62.9% | -6.5% | +49.5% |
| 1Y | +52.4% | +91.3% | -38.8% | +43.2% |
| 3Y | +39.9% | +43.4% | -3.5% | +29.8% |
| All | +103.6% | -16.8% | +120.4% | +77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 10y: compounded portfolio wealth divided by compounded NVTS 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…
10y analysis · Full analysis span regression · 6 months rolling