+56.2%
XOP vs FFIV
+239.4%
-183.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.9% | -3.3% | -1.2% |
| 7D | +1.0% | +3.5% | -2.5% | -0.6% |
| 30D | +10.8% | -1.3% | +12.2% | +11.1% |
| 3M | +19.5% | +2.4% | +17.1% | +16.8% |
| 6M | +21.6% | +41.8% | -20.2% | +1.1% |
| YTD | +55.8% | +58.5% | -2.7% | +21.8% |
| 1Y | +54.6% | +24.3% | +30.3% | +35.0% |
| 3Y | +36.6% | +152.0% | -115.4% | -19.0% |
| 5Y | +160.6% | +99.1% | +61.5% | +68.3% |
| 10Y | +56.2% | +242.8% | -186.5% | -28.5% |
| All | +56.2% | +239.4% | -183.2% | -28.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling