+87.1%
XOP vs VWO
+241.5%
-154.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.8% | +1.6% |
| 7D | +1.6% | -1.7% | +3.4% | +3.2% |
| 30D | +9.6% | -0.3% | +9.9% | +9.8% |
| 3M | +16.9% | +4.0% | +13.0% | +11.8% |
| 6M | +24.0% | +8.1% | +15.9% | +12.0% |
| YTD | +56.2% | +11.6% | +44.6% | +36.3% |
| 1Y | +51.8% | +16.2% | +35.6% | +27.4% |
| 3Y | +37.0% | +63.3% | -26.3% | -17.5% |
| 5Y | +163.4% | +33.4% | +130.0% | +91.0% |
| 10Y | +56.6% | +113.3% | -56.7% | -23.0% |
| All | +87.1% | +241.5% | -154.4% | -34.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling