+67.5%
FERG vs XOP
+156.4%
-88.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -1.0% | +1.6% | -2.6% | -1.4% |
| 30D | -11.8% | +9.6% | -21.4% | -13.7% |
| 3M | -1.2% | +16.9% | -18.2% | -5.1% |
| 6M | -2.3% | +24.0% | -26.3% | -8.4% |
| YTD | +0.8% | +56.2% | -55.4% | -11.6% |
| 1Y | +0.5% | +51.8% | -51.3% | -11.3% |
| 3Y | +51.4% | +37.0% | +14.4% | +34.4% |
| 5Y | +67.5% | +163.4% | -95.9% | +29.3% |
| All | +67.5% | +156.4% | -88.9% | +29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling