+49.9%
XOP vs FDS
+132.8%
-82.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.7% | -0.1% | +1.8% |
| 7D | +0.5% | -2.1% | +2.6% | +1.2% |
| 30D | -7.3% | +16.0% | -23.3% | -12.1% |
| 3M | +1.4% | +18.8% | -17.4% | -5.3% |
| 6M | +7.8% | +54.1% | -46.3% | -10.1% |
| YTD | +44.5% | +17.0% | +27.5% | +32.4% |
| 1Y | +37.0% | +25.5% | +11.5% | +21.3% |
| 3Y | +40.8% | -23.3% | +64.1% | +51.5% |
| 5Y | +88.7% | -22.6% | +111.3% | +98.1% |
| 10Y | +49.9% | +130.2% | -80.4% | -1.1% |
| All | +49.9% | +132.8% | -82.9% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling