+43.6%
EWZ vs XOP
+48.6%
-5.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -1.5% | -14.7% | +13.2% | +4.3% |
| 30D | -24.5% | -7.7% | -16.8% | -22.6% |
| 3M | -10.7% | +4.4% | -15.1% | -12.8% |
| 6M | -19.1% | +3.5% | -22.6% | -21.2% |
| YTD | +1.6% | +39.4% | -37.8% | -13.0% |
| 1Y | +4.3% | +39.8% | -35.5% | -11.0% |
| 3Y | +19.0% | +29.7% | -10.7% | +2.2% |
| 5Y | +57.7% | +78.6% | -20.9% | +13.3% |
| All | +43.6% | +48.6% | -5.0% | -15.6% |
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