+54.8%
XOP vs ED
+109.0%
-54.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | +1.6% | -1.9% | +3.5% | +1.9% |
| 30D | +9.6% | +0.1% | +9.5% | +9.6% |
| 3M | +16.9% | 0.0% | +16.9% | +16.9% |
| 6M | +24.0% | -2.5% | +26.5% | +24.4% |
| YTD | +56.2% | +10.1% | +46.1% | +53.9% |
| 1Y | +51.8% | +13.6% | +38.2% | +48.7% |
| 3Y | +37.0% | +32.4% | +4.5% | +29.3% |
| 5Y | +163.4% | +69.9% | +93.5% | +139.1% |
| All | +54.8% | +109.0% | -54.2% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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