+162.4%
XOP vs FFIV
+92.2%
+70.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | +0.6% | -1.5% | +2.2% | +1.1% |
| 30D | +16.5% | -2.7% | +19.2% | +17.3% |
| 3M | +15.7% | -1.7% | +17.4% | +15.4% |
| 6M | +19.2% | +36.1% | -16.9% | +5.5% |
| YTD | +55.0% | +52.6% | +2.3% | +30.6% |
| 1Y | +54.2% | +21.5% | +32.7% | +41.1% |
| 3Y | +35.9% | +142.7% | -106.8% | -6.1% |
| 5Y | +162.4% | +92.6% | +69.8% | +92.6% |
| All | +162.4% | +92.2% | +70.2% | +92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling