+162.4%
XOP vs ESI
+77.4%
+85.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.5% |
| 7D | +0.6% | +5.4% | -4.8% | -1.0% |
| 30D | +16.5% | -4.2% | +20.7% | +17.7% |
| 3M | +15.7% | -9.6% | +25.3% | +17.2% |
| 6M | +19.2% | +18.3% | +0.9% | +6.8% |
| YTD | +55.0% | +45.8% | +9.1% | +25.6% |
| 1Y | +54.2% | +39.2% | +15.0% | +26.7% |
| 3Y | +35.9% | +86.3% | -50.4% | -5.9% |
| 5Y | +162.4% | +76.2% | +86.2% | +70.3% |
| All | +162.4% | +77.4% | +85.0% | +70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling