+43.6%
EEM vs XOP
+156.4%
-112.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | -0.7% | +1.6% | -2.3% | -1.0% |
| 30D | +2.4% | +9.6% | -7.2% | +0.8% |
| 3M | +4.2% | +16.9% | -12.8% | +1.2% |
| 6M | +14.8% | +24.0% | -9.3% | +9.3% |
| YTD | +23.1% | +56.2% | -33.1% | +11.1% |
| 1Y | +32.5% | +51.8% | -19.2% | +20.2% |
| 3Y | +85.9% | +37.0% | +48.9% | +69.4% |
| 5Y | +43.6% | +163.4% | -119.8% | +12.7% |
| All | +43.6% | +156.4% | -112.8% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling