+85.6%
XOP vs EFX
+499.0%
-413.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.7% | +3.2% |
| 7D | +0.6% | -7.8% | +8.4% | +4.7% |
| 30D | +16.5% | -5.7% | +22.3% | +19.4% |
| 3M | +15.7% | +2.5% | +13.2% | +11.7% |
| 6M | +19.2% | -16.7% | +35.9% | +26.2% |
| YTD | +55.0% | -20.2% | +75.1% | +65.2% |
| 1Y | +54.2% | -31.4% | +85.6% | +77.3% |
| 3Y | +35.9% | -10.5% | +46.4% | +24.7% |
| 5Y | +162.4% | -35.2% | +197.6% | +177.3% |
| 10Y | +50.2% | +40.2% | +10.0% | -16.2% |
| All | +85.6% | +499.0% | -413.4% | -71.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling