+215.3%
EFA vs XOP
+86.0%
+129.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.1% |
| 7D | +1.2% | +0.6% | +0.6% | +1.0% |
| 30D | -0.7% | +16.5% | -17.3% | -5.8% |
| 3M | +6.4% | +15.7% | -9.3% | +0.8% |
| 6M | +11.4% | +19.2% | -7.8% | +3.5% |
| YTD | +14.0% | +55.0% | -41.0% | -3.5% |
| 1Y | +20.2% | +54.2% | -34.0% | +1.5% |
| 3Y | +68.2% | +35.9% | +32.3% | +45.0% |
| 5Y | +54.8% | +162.4% | -107.6% | +0.3% |
| 10Y | +142.4% | +50.2% | +92.2% | +64.6% |
| All | +215.3% | +86.0% | +129.3% | +54.1% |
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