+73.1%
XOP vs ED
+534.2%
-461.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.7% |
| 7D | +0.5% | -0.9% | +1.4% | +0.8% |
| 30D | -7.3% | +11.2% | -18.5% | -11.4% |
| 3M | +1.4% | +11.8% | -10.4% | -3.4% |
| 6M | +7.8% | +14.1% | -6.3% | +1.5% |
| YTD | +44.5% | +23.0% | +21.6% | +31.7% |
| 1Y | +37.0% | +23.7% | +13.4% | +24.4% |
| 3Y | +40.8% | +47.7% | -6.9% | +14.8% |
| 5Y | +88.7% | +82.6% | +6.0% | +36.6% |
| 10Y | +49.9% | +141.8% | -91.9% | -20.0% |
| All | +73.1% | +534.2% | -461.1% | -66.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling