+55.0%
XOP vs EME
+1,362.1%
-1,307.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | -1.9% |
| 7D | +2.6% | +3.5% | -0.9% | +0.9% |
| 30D | +9.6% | -6.3% | +15.9% | +12.6% |
| 3M | +20.4% | -3.8% | +24.1% | +19.8% |
| 6M | +19.9% | +8.5% | +11.4% | +10.1% |
| YTD | +56.4% | +27.8% | +28.6% | +30.1% |
| 1Y | +52.4% | +22.2% | +30.2% | +26.2% |
| 3Y | +39.9% | +253.5% | -213.6% | -45.0% |
| 5Y | +163.7% | +578.6% | -414.9% | -35.8% |
| All | +55.0% | +1,362.1% | -1,307.1% | -76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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