+55.0%
XOP vs ELV
+278.6%
-223.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.5% | -5.1% | -1.5% |
| 7D | +2.6% | +2.8% | -0.1% | +1.6% |
| 30D | +9.6% | +4.9% | +4.7% | +7.7% |
| 3M | +20.4% | +4.9% | +15.5% | +17.6% |
| 6M | +19.9% | +45.1% | -25.2% | +4.1% |
| YTD | +56.4% | +20.7% | +35.7% | +43.3% |
| 1Y | +52.4% | +35.0% | +17.4% | +33.2% |
| 3Y | +39.9% | -2.4% | +42.3% | +32.6% |
| 5Y | +163.7% | +25.5% | +138.3% | +115.7% |
| All | +55.0% | +278.6% | -223.6% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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