+38.6%
FXI vs XOP
+35.0%
+3.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.1% | -2.8% |
| 7D | -1.0% | +0.6% | -1.6% | -1.1% |
| 30D | -3.2% | +16.5% | -19.8% | -6.1% |
| 3M | +1.7% | +15.7% | -14.0% | -1.4% |
| 6M | -1.6% | +19.2% | -20.8% | -6.0% |
| YTD | -7.9% | +55.0% | -62.9% | -18.5% |
| 1Y | -9.6% | +54.2% | -63.8% | -20.1% |
| All | +38.6% | +35.0% | +3.6% | +21.2% |
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