+76.5%
XOP vs ED
+82.1%
-5.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.2% |
| 7D | -10.0% | -0.1% | -10.0% | -10.0% |
| 30D | -9.1% | +11.6% | -20.7% | -10.4% |
| 3M | +5.1% | +10.5% | -5.5% | +3.6% |
| 6M | +6.4% | +13.2% | -6.8% | +4.5% |
| YTD | +39.7% | +22.1% | +17.6% | +35.7% |
| 1Y | +37.2% | +24.2% | +13.1% | +33.0% |
| 3Y | +37.6% | +46.9% | -9.3% | +25.0% |
| 5Y | +76.5% | +80.8% | -4.3% | +47.7% |
| All | +76.5% | +82.1% | -5.6% | +47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling