+49.9%
XOP vs ESI
+323.9%
-274.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.0% | -1.3% | +0.8% |
| 7D | +0.5% | +1.8% | -1.4% | -0.5% |
| 30D | -7.3% | -6.6% | -0.7% | -5.0% |
| 3M | +1.4% | -9.4% | +10.8% | +4.3% |
| 6M | +7.8% | -24.1% | +31.9% | +17.3% |
| YTD | +44.5% | +37.1% | +7.4% | +11.3% |
| 1Y | +37.0% | +24.5% | +12.5% | +10.7% |
| 3Y | +40.8% | +83.2% | -42.4% | -12.6% |
| 5Y | +88.7% | +44.0% | +44.7% | +29.8% |
| 10Y | +49.9% | +332.8% | -283.0% | -47.7% |
| All | +49.9% | +323.9% | -274.0% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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