+39.7%
XOP vs EFV
+88.2%
-48.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | +1.6% | -2.0% | +3.6% | +2.7% |
| 30D | +9.6% | -0.2% | +9.8% | +9.6% |
| 3M | +16.9% | +9.1% | +7.8% | +11.3% |
| 6M | +24.0% | +11.7% | +12.3% | +15.1% |
| YTD | +56.2% | +17.0% | +39.2% | +38.4% |
| 1Y | +51.8% | +26.7% | +25.1% | +25.3% |
| All | +39.7% | +88.2% | -48.5% | -19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling