+35.1%
XOP vs FE
+49.5%
-14.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.3% | -0.8% |
| 7D | +2.6% | +1.9% | +0.6% | +2.3% |
| 30D | +15.4% | -1.2% | +16.6% | +15.6% |
| 3M | +12.1% | +3.5% | +8.6% | +11.4% |
| 6M | +19.7% | -6.1% | +25.7% | +20.7% |
| YTD | +52.4% | +7.6% | +44.8% | +49.7% |
| 1Y | +47.6% | +11.9% | +35.6% | +43.8% |
| All | +35.1% | +49.5% | -14.4% | +16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling