+92.7%
XOP vs EFX
-30.1%
+122.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.8% |
| 7D | +6.3% | -0.8% | +7.1% | +6.5% |
| 30D | -6.6% | +25.1% | -31.7% | -10.8% |
| 3M | +3.6% | +1.7% | +1.9% | +2.7% |
| 6M | +10.8% | +18.4% | -7.6% | +5.6% |
| YTD | +48.3% | -12.5% | +60.8% | +50.4% |
| 1Y | +42.9% | -8.1% | +51.0% | +42.8% |
| 3Y | +43.3% | +4.8% | +38.5% | +33.1% |
| All | +92.7% | -30.1% | +122.8% | +103.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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