+67.0%
XOP vs FE
+114.2%
-47.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | 0.0% |
| 7D | -14.7% | 0.0% | -14.7% | -14.7% |
| 30D | -7.7% | +5.2% | -12.9% | -10.2% |
| 3M | +4.4% | 0.0% | +4.5% | +4.1% |
| 6M | +3.5% | +5.0% | -1.5% | +0.1% |
| YTD | +39.4% | +7.9% | +31.5% | +32.3% |
| 1Y | +39.8% | +6.3% | +33.5% | +33.6% |
| 3Y | +29.7% | +46.0% | -16.4% | +1.5% |
| 5Y | +78.6% | +45.6% | +32.9% | +37.7% |
| 10Y | +51.8% | +109.3% | -57.5% | -15.8% |
| All | +67.0% | +114.2% | -47.3% | -9.3% |
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