+92.7%
XOP vs EFV
+93.2%
-0.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.6% | +0.6% |
| 7D | +6.3% | +2.5% | +3.8% | +4.2% |
| 30D | -6.6% | +2.9% | -9.5% | -9.0% |
| 3M | +3.6% | -1.4% | +5.0% | +4.3% |
| 6M | +10.8% | +5.5% | +5.2% | +4.8% |
| YTD | +48.3% | +16.1% | +32.2% | +25.7% |
| 1Y | +42.9% | +20.3% | +22.7% | +16.7% |
| 3Y | +43.3% | +90.4% | -47.1% | -29.7% |
| All | +92.7% | +93.2% | -0.6% | -9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling