+36.3%
XOP vs FFIV
+28.6%
+7.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -8.4% | -4.2% | -4.2% | -8.1% |
| 30D | -8.4% | -33.9% | +25.5% | -6.4% |
| 3M | +0.2% | -22.6% | +22.8% | +0.9% |
| 6M | +7.2% | -10.4% | +17.6% | +5.9% |
| YTD | +40.8% | +24.3% | +16.5% | +35.1% |
| 1Y | +36.3% | +31.8% | +4.5% | +30.7% |
| All | +36.3% | +28.6% | +7.7% | +30.7% |
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