+158.0%
XOP vs VSXY
+42.7%
+115.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.9% | -2.2% | +1.3% |
| 7D | +0.6% | -6.8% | +7.4% | +1.2% |
| 30D | +16.5% | -20.4% | +36.9% | +18.7% |
| 3M | +15.7% | +2.9% | +12.8% | +14.9% |
| 6M | +19.2% | +67.9% | -48.7% | +10.9% |
| YTD | +55.0% | +44.9% | +10.1% | +45.7% |
| 1Y | +54.2% | +205.9% | -151.7% | +30.8% |
| 3Y | +35.9% | +373.9% | -338.0% | +1.4% |
| 5Y | +162.4% | +23.5% | +139.0% | +121.9% |
| All | +158.0% | +42.7% | +115.3% | +112.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling