+153.3%
XOP vs BTG
+78.0%
+75.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | +0.1% |
| 7D | +2.6% | -3.8% | +6.4% | +3.1% |
| 30D | +9.6% | +3.6% | +6.0% | +8.8% |
| 3M | +20.4% | +32.0% | -11.7% | +14.7% |
| 6M | +19.9% | +3.4% | +16.5% | +17.9% |
| YTD | +56.4% | +20.8% | +35.6% | +46.9% |
| 1Y | +52.4% | +22.4% | +30.0% | +41.1% |
| 3Y | +39.9% | +91.7% | -51.8% | +10.4% |
| All | +153.3% | +78.0% | +75.3% | +114.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling