+45.3%
XOP vs FFIV
+33.5%
+11.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.4% | -6.0% | -6.4% |
| 7D | -10.5% | -9.8% | -0.7% | -10.1% |
| 30D | -4.3% | -28.1% | +23.7% | -3.0% |
| 3M | +4.7% | -20.0% | +24.7% | +5.2% |
| 6M | -0.1% | -0.1% | 0.0% | -2.1% |
| YTD | +43.8% | +29.2% | +14.7% | +39.2% |
| 1Y | +45.3% | +36.6% | +8.7% | +41.7% |
| All | +45.3% | +33.5% | +11.8% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling