+192.2%
EWT vs XOP
+36.1%
+156.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.8% | -2.6% |
| 7D | -1.1% | +1.6% | -2.7% | -1.4% |
| 30D | +4.8% | +9.6% | -4.8% | +3.2% |
| 3M | +11.1% | +16.9% | -5.8% | +8.2% |
| 6M | +54.6% | +24.0% | +30.6% | +46.3% |
| YTD | +71.4% | +56.2% | +15.2% | +50.9% |
| 1Y | +82.1% | +51.8% | +30.3% | +61.4% |
| All | +192.2% | +36.1% | +156.1% | +153.0% |
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