+162.4%
XOP vs FDS
-20.4%
+182.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.3% | +6.0% | +2.5% |
| 7D | +0.6% | -5.4% | +6.0% | +1.6% |
| 30D | +16.5% | +1.6% | +14.9% | +16.0% |
| 3M | +15.7% | +17.7% | -2.0% | +11.3% |
| 6M | +19.2% | +29.1% | -9.9% | +11.6% |
| YTD | +55.0% | +1.0% | +54.0% | +54.2% |
| 1Y | +54.2% | -21.6% | +75.8% | +65.4% |
| 3Y | +35.9% | -30.1% | +66.0% | +49.1% |
| 5Y | +162.4% | -20.7% | +183.2% | +206.7% |
| All | +162.4% | -20.4% | +182.8% | +206.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling