+67.3%
XOP vs ED
+529.9%
-462.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.3% |
| 7D | -10.0% | -0.1% | -10.0% | -10.1% |
| 30D | -9.1% | +11.6% | -20.7% | -13.3% |
| 3M | +5.1% | +10.5% | -5.5% | +0.5% |
| 6M | +6.4% | +13.2% | -6.8% | +0.5% |
| YTD | +39.7% | +22.1% | +17.6% | +27.6% |
| 1Y | +37.2% | +24.2% | +13.1% | +24.4% |
| 3Y | +37.6% | +46.9% | -9.3% | +12.5% |
| 5Y | +76.5% | +80.8% | -4.3% | +28.3% |
| 10Y | +42.6% | +134.3% | -91.6% | -22.1% |
| All | +67.3% | +529.9% | -462.6% | -67.7% |
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 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