+136.6%
FXI vs XOP
+82.9%
+53.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.4% | +1.9% |
| 7D | +1.0% | +2.6% | -1.5% | 0.0% |
| 30D | -0.6% | +15.4% | -16.0% | -6.3% |
| 3M | +1.9% | +12.1% | -10.1% | -3.1% |
| 6M | -0.2% | +19.7% | -19.9% | -8.6% |
| YTD | -5.6% | +52.4% | -58.0% | -22.0% |
| 1Y | -4.7% | +47.6% | -52.2% | -20.5% |
| 3Y | +38.0% | +34.4% | +3.7% | +16.5% |
| 5Y | -2.7% | +154.4% | -157.1% | -41.4% |
| 10Y | +19.9% | +54.7% | -34.8% | -26.0% |
| All | +136.6% | +82.9% | +53.6% | -3.5% |
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