+153.3%
XOP vs VWO
+34.0%
+119.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.3% |
| 7D | +2.6% | -1.8% | +4.4% | +3.7% |
| 30D | +9.6% | -0.1% | +9.7% | +9.6% |
| 3M | +20.4% | +2.2% | +18.1% | +18.1% |
| 6M | +19.9% | +8.8% | +11.2% | +11.3% |
| YTD | +56.4% | +12.4% | +44.0% | +40.8% |
| 1Y | +52.4% | +15.6% | +36.9% | +34.1% |
| 3Y | +39.9% | +62.5% | -22.6% | -8.0% |
| All | +153.3% | +34.0% | +119.2% | +99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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