+77.6%
XOP vs EFV
+195.0%
-117.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.6% | +0.5% |
| 7D | +6.3% | +2.5% | +3.8% | +3.2% |
| 30D | -6.6% | +2.9% | -9.5% | -10.1% |
| 3M | +3.6% | -1.4% | +5.0% | +4.4% |
| 6M | +10.8% | +5.5% | +5.2% | +2.4% |
| YTD | +48.3% | +16.1% | +32.2% | +19.9% |
| 1Y | +42.9% | +20.3% | +22.7% | +10.7% |
| 3Y | +43.3% | +90.4% | -47.1% | -36.3% |
| 5Y | +94.0% | +93.5% | +0.5% | -15.1% |
| 10Y | +53.7% | +161.5% | -107.8% | -47.1% |
| All | +77.6% | +195.0% | -117.4% | -44.2% |
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