+55.0%
XOP vs BTG
+159.3%
-104.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | +0.1% |
| 7D | +2.6% | -3.8% | +6.4% | +3.0% |
| 30D | +9.6% | +3.6% | +6.0% | +9.0% |
| 3M | +20.4% | +32.0% | -11.7% | +16.1% |
| 6M | +19.9% | +3.4% | +16.5% | +18.1% |
| YTD | +56.4% | +20.8% | +35.6% | +50.0% |
| 1Y | +52.4% | +22.4% | +30.0% | +45.1% |
| 3Y | +39.9% | +91.7% | -51.8% | +22.6% |
| 5Y | +163.7% | +79.0% | +84.7% | +132.4% |
| All | +55.0% | +159.3% | -104.3% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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