+58.7%
XOP vs NXT
+171.8%
-113.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.6% | +4.2% | +0.8% |
| 7D | +1.0% | -0.2% | +1.2% | +1.0% |
| 30D | +10.8% | -20.0% | +30.8% | +12.6% |
| 3M | +19.5% | -30.9% | +50.4% | +22.2% |
| 6M | +21.6% | -23.8% | +45.4% | +21.9% |
| YTD | +55.8% | -5.4% | +61.3% | +51.8% |
| 1Y | +54.6% | +28.0% | +26.6% | +44.0% |
| 3Y | +36.6% | +93.3% | -56.7% | +16.1% |
| All | +58.7% | +171.8% | -113.0% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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