+73.1%
XOP vs FE
+114.7%
-41.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +0.5% | -0.4% | +0.9% | +0.7% |
| 30D | -7.3% | +3.6% | -10.9% | -9.1% |
| 3M | +1.4% | +0.3% | +1.1% | +0.9% |
| 6M | +7.8% | +6.4% | +1.3% | +3.5% |
| YTD | +44.5% | +8.1% | +36.4% | +37.0% |
| 1Y | +37.0% | +4.6% | +32.4% | +32.2% |
| 3Y | +40.8% | +49.1% | -8.3% | +8.9% |
| 5Y | +88.7% | +46.1% | +42.5% | +45.4% |
| 10Y | +49.9% | +122.7% | -72.9% | -20.2% |
| All | +73.1% | +114.7% | -41.6% | -6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling