+70.7%
EEM vs XOP
+43.8%
+26.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.5% |
| 7D | +2.7% | +6.3% | -3.7% | +2.0% |
| 30D | -5.4% | -6.6% | +1.2% | -4.8% |
| 3M | -8.6% | +3.6% | -12.2% | -9.2% |
| 6M | -8.9% | +10.8% | -19.6% | -10.4% |
| YTD | +11.9% | +48.3% | -36.3% | +1.3% |
| 1Y | +13.1% | +42.9% | -29.9% | +3.2% |
| 3Y | +70.7% | +43.3% | +27.4% | +50.4% |
| All | +70.7% | +43.8% | +26.8% | +50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling