+160.8%
EXC vs XOP
+52.9%
+107.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.1% | -0.7% |
| 7D | +0.3% | +1.0% | -0.6% | +0.2% |
| 30D | -0.9% | +10.8% | -11.7% | -2.4% |
| 3M | -2.7% | +19.5% | -22.1% | -5.4% |
| 6M | -9.4% | +21.6% | -31.0% | -12.4% |
| YTD | +3.0% | +55.8% | -52.8% | -4.3% |
| 1Y | +5.1% | +54.6% | -49.5% | -2.4% |
| 3Y | +20.6% | +36.6% | -16.0% | +12.8% |
| 5Y | +45.7% | +160.6% | -114.9% | +19.0% |
| 10Y | +160.8% | +56.2% | +104.6% | +80.2% |
| All | +160.8% | +52.9% | +107.9% | +80.2% |
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