+153.3%
XOP vs EFV
+95.9%
+57.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.8% |
| 7D | +2.6% | -0.8% | +3.4% | +3.3% |
| 30D | +9.6% | +0.6% | +9.0% | +8.9% |
| 3M | +20.4% | +7.5% | +12.8% | +12.6% |
| 6M | +19.9% | +13.0% | +6.9% | +5.4% |
| YTD | +56.4% | +18.3% | +38.1% | +30.4% |
| 1Y | +52.4% | +26.7% | +25.7% | +18.0% |
| 3Y | +39.9% | +89.6% | -49.7% | -31.6% |
| All | +153.3% | +95.9% | +57.4% | +20.7% |
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