+54.6%
XOP vs ED
+15.3%
+39.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.6% |
| 7D | +1.0% | -0.2% | +1.1% | +1.0% |
| 30D | +10.8% | +1.9% | +8.9% | +10.8% |
| 3M | +19.5% | +1.9% | +17.6% | +19.6% |
| 6M | +21.6% | -2.3% | +23.8% | +21.9% |
| YTD | +55.8% | +10.9% | +44.9% | +56.0% |
| 1Y | +54.6% | +14.5% | +40.1% | +53.7% |
| All | +54.6% | +15.3% | +39.3% | +53.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling