+59.0%
XOP vs ELF
+299.0%
-240.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.6% | +0.9% |
| 7D | +1.6% | -10.8% | +12.5% | +3.4% |
| 30D | +9.6% | +0.8% | +8.8% | +9.2% |
| 3M | +16.9% | +64.8% | -47.8% | +7.1% |
| 6M | +24.0% | +19.0% | +5.1% | +18.7% |
| YTD | +56.2% | +25.9% | +30.3% | +46.8% |
| 1Y | +51.8% | -28.8% | +80.6% | +54.3% |
| 3Y | +37.0% | -29.6% | +66.6% | +27.0% |
| 5Y | +163.4% | +216.2% | -52.9% | +59.4% |
| All | +59.0% | +299.0% | -240.0% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 10y: compounded portfolio wealth divided by compounded ELF 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…
10y analysis · Full analysis span regression · 6 months rolling