+67.7%
FERG vs XOP
+43.8%
+23.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.4% |
| 7D | +9.7% | +6.3% | +3.4% | +8.3% |
| 30D | +15.0% | -6.6% | +21.6% | +16.5% |
| 3M | +3.8% | +3.6% | +0.2% | +2.3% |
| 6M | +10.6% | +10.8% | -0.1% | +6.6% |
| YTD | +17.0% | +48.3% | -31.3% | -0.9% |
| 1Y | +7.1% | +42.9% | -35.8% | -8.0% |
| 3Y | +67.7% | +43.3% | +24.4% | +39.4% |
| All | +67.7% | +43.8% | +23.9% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling