+163.4%
XOP vs EME
+540.8%
-377.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | +1.6% | +0.9% | +0.7% | +1.4% |
| 30D | +9.6% | -8.4% | +18.0% | +11.9% |
| 3M | +16.9% | -3.6% | +20.5% | +16.7% |
| 6M | +24.0% | +3.6% | +20.5% | +19.7% |
| YTD | +56.2% | +22.5% | +33.7% | +41.4% |
| 1Y | +51.8% | +18.2% | +33.6% | +36.4% |
| 3Y | +37.0% | +238.4% | -201.4% | -27.7% |
| 5Y | +163.4% | +550.5% | -387.1% | -8.8% |
| All | +163.4% | +540.8% | -377.4% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling