+98.4%
XOP vs NVTS
-15.6%
+114.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.3% | -7.1% | -1.1% |
| 7D | +2.6% | +2.7% | -0.1% | +2.4% |
| 30D | +15.4% | -4.5% | +19.9% | +15.5% |
| 3M | +12.1% | -61.5% | +73.6% | +15.6% |
| 6M | +19.7% | +28.0% | -8.3% | +16.3% |
| YTD | +52.4% | +65.3% | -12.9% | +45.6% |
| 1Y | +47.6% | +113.0% | -65.4% | +37.9% |
| 3Y | +34.4% | +34.7% | -0.3% | +25.7% |
| All | +98.4% | -15.6% | +114.0% | +72.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling