+66.1%
XOP vs VEU
+190.9%
-124.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.2% |
| 7D | +0.6% | +1.7% | -1.0% | -1.4% |
| 30D | +16.5% | +1.0% | +15.5% | +15.0% |
| 3M | +15.7% | +5.6% | +10.1% | +7.0% |
| 6M | +19.2% | +13.7% | +5.5% | -2.1% |
| YTD | +55.0% | +17.7% | +37.2% | +21.2% |
| 1Y | +54.2% | +25.8% | +28.4% | +11.1% |
| 3Y | +35.9% | +77.1% | -41.2% | -36.7% |
| 5Y | +162.4% | +57.1% | +105.3% | +42.2% |
| 10Y | +50.2% | +149.8% | -99.6% | -49.2% |
| All | +66.1% | +190.9% | -124.8% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 all: compounded portfolio wealth divided by compounded VEU 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…
all analysis · Full analysis span regression · 6 months rolling