+85.6%
XOP vs EFV
+201.1%
-115.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.5% |
| 7D | +0.6% | +1.0% | -0.4% | -0.6% |
| 30D | +16.5% | +0.2% | +16.4% | +16.1% |
| 3M | +15.7% | +9.6% | +6.1% | +3.4% |
| 6M | +19.2% | +14.0% | +5.2% | -0.3% |
| YTD | +55.0% | +18.5% | +36.5% | +23.3% |
| 1Y | +54.2% | +27.9% | +26.3% | +12.0% |
| 3Y | +35.9% | +92.4% | -56.6% | -39.9% |
| 5Y | +162.4% | +97.2% | +65.2% | +13.7% |
| 10Y | +50.2% | +163.0% | -112.8% | -48.2% |
| All | +85.6% | +201.1% | -115.5% | -42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling