+50.2%
XOP vs FE
+113.1%
-62.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.9% |
| 7D | +0.6% | +0.6% | 0.0% | +0.4% |
| 30D | +16.5% | -2.1% | +18.7% | +17.3% |
| 3M | +15.7% | +2.6% | +13.1% | +14.5% |
| 6M | +19.2% | -6.8% | +26.0% | +21.5% |
| YTD | +55.0% | +6.9% | +48.1% | +50.6% |
| 1Y | +54.2% | +11.6% | +42.6% | +47.5% |
| 3Y | +35.9% | +47.7% | -11.8% | +15.9% |
| 5Y | +162.4% | +46.2% | +116.2% | +123.4% |
| 10Y | +50.2% | +109.2% | -59.0% | +28.1% |
| All | +50.2% | +113.1% | -62.9% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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