+37.6%
XOP vs FFIV
+103.5%
-65.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.3% |
| 7D | -10.0% | -2.1% | -7.9% | -9.6% |
| 30D | -9.1% | -33.8% | +24.7% | -0.9% |
| 3M | +5.1% | -20.6% | +25.7% | +8.7% |
| 6M | +6.4% | -10.2% | +16.6% | +5.3% |
| YTD | +39.7% | +24.5% | +15.2% | +23.0% |
| 1Y | +37.2% | +29.3% | +7.9% | +18.9% |
| 3Y | +37.6% | +103.8% | -66.2% | -5.3% |
| All | +37.6% | +103.5% | -65.8% | -5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling