+120.7%
FXI vs XOP
+78.0%
+42.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.4% |
| 7D | -4.2% | +6.3% | -10.6% | -6.6% |
| 30D | -1.1% | -6.6% | +5.5% | +1.1% |
| 3M | -4.0% | +3.6% | -7.5% | -6.0% |
| 6M | -11.8% | +10.8% | -22.6% | -16.6% |
| YTD | -11.9% | +48.3% | -60.2% | -27.0% |
| 1Y | -16.1% | +42.9% | -59.1% | -29.5% |
| 3Y | +38.8% | +43.3% | -4.5% | +13.5% |
| 5Y | -9.1% | +94.0% | -103.0% | -38.5% |
| 10Y | +18.4% | +53.7% | -35.3% | -27.2% |
| All | +120.7% | +78.0% | +42.8% | -9.6% |
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