+351.3%
FERG vs XOP
+58.6%
+292.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -2.6% | +2.6% | -5.2% | -2.8% |
| 30D | -8.9% | +9.6% | -18.5% | -9.7% |
| 3M | -2.0% | +20.4% | -22.4% | -3.9% |
| 6M | -3.2% | +19.9% | -23.1% | -5.3% |
| YTD | +1.5% | +56.4% | -54.9% | -3.6% |
| 1Y | +0.5% | +52.4% | -52.0% | -4.4% |
| 3Y | +50.4% | +39.9% | +10.5% | +43.4% |
| 5Y | +68.7% | +163.7% | -95.0% | +56.1% |
| All | +351.3% | +58.6% | +292.7% | +350.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 10y: compounded portfolio wealth divided by compounded XOP 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…
10y analysis · Full analysis span regression · 6 months rolling