+303.5%
EWY vs XOP
+58.6%
+244.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.1% | +3.2% |
| 7D | -0.1% | +2.6% | -2.7% | -0.7% |
| 30D | +7.3% | +9.6% | -2.3% | +5.0% |
| 3M | -5.1% | +20.4% | -25.5% | -9.6% |
| 6M | +42.1% | +19.9% | +22.2% | +34.1% |
| YTD | +94.1% | +56.4% | +37.7% | +70.8% |
| 1Y | +147.8% | +52.4% | +95.4% | +119.1% |
| 3Y | +222.9% | +39.9% | +183.0% | +187.2% |
| 5Y | +150.6% | +163.7% | -13.1% | +84.2% |
| All | +303.5% | +58.6% | +244.9% | +197.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling