+56.2%
XOP vs EXR
+144.7%
-88.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +1.2% |
| 7D | +1.0% | -3.1% | +4.0% | +1.7% |
| 30D | +10.8% | -7.5% | +18.4% | +12.9% |
| 3M | +19.5% | -7.5% | +27.0% | +21.4% |
| 6M | +21.6% | -5.2% | +26.8% | +22.3% |
| YTD | +55.8% | +6.5% | +49.3% | +51.9% |
| 1Y | +54.6% | -2.0% | +56.7% | +53.8% |
| 3Y | +36.6% | +21.5% | +15.1% | +26.1% |
| 5Y | +160.6% | -11.5% | +172.2% | +158.8% |
| 10Y | +56.2% | +148.0% | -91.7% | +28.6% |
| All | +56.2% | +144.7% | -88.5% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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