+163.4%
XOP vs VSXY
+15.5%
+147.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.5% |
| 7D | +1.6% | -0.3% | +2.0% | +1.6% |
| 30D | +9.6% | -22.1% | +31.6% | +12.0% |
| 3M | +16.9% | -1.1% | +18.1% | +16.4% |
| 6M | +24.0% | +53.8% | -29.8% | +15.8% |
| YTD | +56.2% | +35.5% | +20.7% | +47.2% |
| 1Y | +51.8% | +186.0% | -134.2% | +28.0% |
| 3Y | +37.0% | +343.2% | -306.2% | -0.4% |
| 5Y | +163.4% | +19.0% | +144.4% | +130.7% |
| All | +163.4% | +15.5% | +147.8% | +130.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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