-7.0%
FXI vs XOP
+156.4%
-163.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -2.8% | +1.6% | -4.4% | -3.2% |
| 30D | -3.7% | +9.6% | -13.3% | -5.6% |
| 3M | -0.4% | +16.9% | -17.3% | -3.9% |
| 6M | -5.4% | +24.0% | -29.5% | -10.7% |
| YTD | -9.6% | +56.2% | -65.8% | -19.6% |
| 1Y | -11.9% | +51.8% | -63.7% | -21.2% |
| 3Y | +37.8% | +37.0% | +0.9% | +24.2% |
| 5Y | -7.0% | +163.4% | -170.4% | -28.4% |
| All | -7.0% | +156.4% | -163.4% | -28.4% |
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 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