+55.0%
XOP vs EFV
+169.9%
-114.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -1.2% |
| 7D | +2.6% | -0.8% | +3.4% | +3.6% |
| 30D | +9.6% | +0.6% | +9.0% | +8.6% |
| 3M | +20.4% | +7.5% | +12.8% | +9.2% |
| 6M | +19.9% | +13.0% | +6.9% | -0.6% |
| YTD | +56.4% | +18.3% | +38.1% | +21.0% |
| 1Y | +52.4% | +26.7% | +25.7% | +7.2% |
| 3Y | +39.9% | +89.6% | -49.7% | -45.3% |
| 5Y | +163.7% | +98.2% | +65.5% | -3.2% |
| All | +55.0% | +169.9% | -114.9% | -56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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