+39.4%
XOP vs ESI
+81.4%
-42.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.8% |
| 7D | +1.0% | +3.9% | -3.0% | +0.2% |
| 30D | +10.8% | -3.8% | +14.6% | +11.5% |
| 3M | +19.5% | -13.1% | +32.6% | +21.6% |
| 6M | +21.6% | +11.3% | +10.3% | +13.3% |
| YTD | +55.8% | +44.1% | +11.7% | +30.4% |
| 1Y | +54.6% | +40.3% | +14.3% | +30.0% |
| All | +39.4% | +81.4% | -42.0% | +3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling