+128.5%
EEM vs XOP
+58.6%
+69.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.2% |
| 7D | -1.3% | +2.6% | -3.9% | -1.8% |
| 30D | +2.1% | +9.6% | -7.5% | 0.0% |
| 3M | +1.0% | +20.4% | -19.3% | -3.4% |
| 6M | +15.9% | +19.9% | -4.0% | +10.1% |
| YTD | +24.6% | +56.4% | -31.8% | +10.8% |
| 1Y | +32.3% | +52.4% | -20.2% | +18.1% |
| 3Y | +85.9% | +39.9% | +46.0% | +66.9% |
| 5Y | +45.4% | +163.7% | -118.4% | +8.5% |
| All | +128.5% | +58.6% | +69.9% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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