+55.0%
XOP vs VRSK
+126.1%
-71.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +2.6% | -5.2% | +7.8% | +4.4% |
| 30D | +9.6% | -2.3% | +11.9% | +10.2% |
| 3M | +20.4% | -2.9% | +23.3% | +20.2% |
| 6M | +19.9% | -12.8% | +32.7% | +24.0% |
| YTD | +56.4% | -20.8% | +77.2% | +66.9% |
| 1Y | +52.4% | -33.2% | +85.7% | +73.6% |
| 3Y | +39.9% | -26.6% | +66.5% | +48.5% |
| 5Y | +163.7% | -11.3% | +175.1% | +147.7% |
| All | +55.0% | +126.1% | -71.1% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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