+1,335.0%
FERG vs XOP
+45.6%
+1,289.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.0% |
| 7D | +3.4% | +0.6% | +2.8% | +3.3% |
| 30D | -11.5% | +16.5% | -28.0% | -12.5% |
| 3M | +1.3% | +15.7% | -14.4% | +0.1% |
| 6M | -1.0% | +19.2% | -20.2% | -2.5% |
| YTD | +3.2% | +55.0% | -51.7% | -0.6% |
| 1Y | -3.0% | +54.2% | -57.1% | -6.5% |
| 3Y | +55.0% | +35.9% | +19.2% | +50.0% |
| 5Y | +72.6% | +162.4% | -89.8% | +62.9% |
| 10Y | +358.9% | +50.2% | +308.8% | +343.5% |
| All | +1,335.0% | +45.6% | +1,289.5% | +1,350.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling