+153.3%
XOP vs ELV
+25.1%
+128.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | +2.6% | +3.2% | -0.6% | +2.1% |
| 30D | +9.6% | +5.4% | +4.2% | +8.7% |
| 3M | +20.4% | +5.4% | +15.0% | +19.1% |
| 6M | +19.9% | +45.7% | -25.8% | +12.3% |
| YTD | +56.4% | +21.2% | +35.2% | +50.4% |
| 1Y | +52.4% | +35.6% | +16.8% | +43.1% |
| 3Y | +39.9% | -2.0% | +41.9% | +37.4% |
| All | +153.3% | +25.1% | +128.2% | +113.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling