+160.6%
XOP vs XME
+183.2%
-22.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.9% |
| 7D | +1.0% | -0.2% | +1.2% | +1.1% |
| 30D | +10.8% | +1.4% | +9.4% | +9.6% |
| 3M | +19.5% | +2.7% | +16.7% | +16.0% |
| 6M | +21.6% | +6.5% | +15.1% | +12.7% |
| YTD | +55.8% | +15.2% | +40.6% | +34.8% |
| 1Y | +54.6% | +43.5% | +11.1% | +12.2% |
| 3Y | +36.6% | +135.9% | -99.2% | -34.0% |
| 5Y | +160.6% | +181.5% | -20.8% | +4.0% |
| All | +160.6% | +183.2% | -22.6% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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