+256.3%
EEM vs XOP
+82.9%
+173.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.7% | +2.2% |
| 7D | +2.3% | +2.6% | -0.2% | +1.2% |
| 30D | +4.5% | +15.4% | -10.9% | -1.7% |
| 3M | -0.1% | +12.1% | -12.1% | -5.4% |
| 6M | +16.9% | +19.7% | -2.7% | +6.2% |
| YTD | +26.2% | +52.4% | -26.2% | +3.0% |
| 1Y | +40.5% | +47.6% | -7.0% | +15.7% |
| 3Y | +86.2% | +34.4% | +51.8% | +54.8% |
| 5Y | +45.5% | +154.4% | -108.9% | -15.8% |
| 10Y | +128.6% | +54.7% | +74.0% | +35.9% |
| All | +256.3% | +82.9% | +173.3% | +35.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling