+85.6%
XOP vs ELV
+613.2%
-527.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.0% | +2.2% |
| 7D | +0.6% | -0.3% | +0.9% | +0.7% |
| 30D | +16.5% | +2.0% | +14.6% | +15.5% |
| 3M | +15.7% | -3.5% | +19.2% | +16.4% |
| 6M | +19.2% | +40.2% | -21.0% | +2.2% |
| YTD | +55.0% | +15.8% | +39.1% | +41.9% |
| 1Y | +54.2% | +33.2% | +21.0% | +32.1% |
| 3Y | +35.9% | -6.2% | +42.1% | +28.9% |
| 5Y | +162.4% | +16.4% | +146.0% | +119.1% |
| 10Y | +50.2% | +259.8% | -209.6% | -30.1% |
| All | +85.6% | +613.2% | -527.7% | -56.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling