+163.4%
XOP vs EFX
-37.1%
+200.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.2% |
| 7D | +1.6% | -11.1% | +12.8% | +4.0% |
| 30D | +9.6% | -7.4% | +17.0% | +11.1% |
| 3M | +16.9% | +1.5% | +15.4% | +15.5% |
| 6M | +24.0% | -13.7% | +37.7% | +26.6% |
| YTD | +56.2% | -21.9% | +78.1% | +62.7% |
| 1Y | +51.8% | -30.8% | +82.6% | +63.2% |
| 3Y | +37.0% | -12.4% | +49.3% | +32.7% |
| 5Y | +163.4% | -35.9% | +199.3% | +190.1% |
| All | +163.4% | -37.1% | +200.5% | +190.1% |
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