+103.3%
XOP vs NVTS
-20.2%
+123.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | +0.4% |
| 7D | +1.6% | +0.5% | +1.2% | +1.6% |
| 30D | +9.6% | -18.0% | +27.6% | +10.3% |
| 3M | +16.9% | -45.6% | +62.5% | +19.1% |
| 6M | +24.0% | +28.5% | -4.4% | +20.5% |
| YTD | +56.2% | +56.2% | 0.0% | +49.6% |
| 1Y | +51.8% | +97.7% | -45.9% | +42.3% |
| 3Y | +37.0% | +35.0% | +2.0% | +27.5% |
| All | +103.3% | -20.2% | +123.6% | +77.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling