+52.4%
XOP vs EFV
+27.7%
+24.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | +0.5% |
| 7D | +2.6% | -0.8% | +3.4% | +2.4% |
| 30D | +9.6% | +0.6% | +9.0% | +9.8% |
| 3M | +20.4% | +7.5% | +12.8% | +22.8% |
| 6M | +19.9% | +13.0% | +6.9% | +24.1% |
| YTD | +56.4% | +18.3% | +38.1% | +52.5% |
| 1Y | +52.4% | +26.7% | +25.7% | +38.4% |
| All | +52.4% | +27.7% | +24.8% | +38.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling