+49.9%
XOP vs EMB
+36.3%
+13.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.5% |
| 7D | +0.5% | -0.4% | +0.9% | +1.0% |
| 30D | -7.3% | +1.5% | -8.8% | -9.3% |
| 3M | +1.4% | -1.6% | +3.0% | +3.2% |
| 6M | +7.8% | -1.5% | +9.3% | +9.1% |
| YTD | +44.5% | -0.1% | +44.6% | +42.3% |
| 1Y | +37.0% | +0.5% | +36.5% | +33.7% |
| 3Y | +40.8% | +30.2% | +10.6% | -5.6% |
| 5Y | +88.7% | +8.6% | +80.1% | +73.3% |
| 10Y | +49.9% | +36.9% | +13.0% | +24.5% |
| All | +49.9% | +36.3% | +13.6% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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