+82.5%
XOP vs FFIV
+1,494.4%
-1,411.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +2.6% | -1.0% | +3.5% | +2.9% |
| 30D | +15.4% | -5.1% | +20.5% | +17.5% |
| 3M | +12.1% | -4.5% | +16.5% | +13.1% |
| 6M | +19.7% | +36.5% | -16.8% | +4.8% |
| YTD | +52.4% | +53.0% | -0.6% | +26.9% |
| 1Y | +47.6% | +24.2% | +23.3% | +32.1% |
| 3Y | +34.4% | +137.2% | -102.8% | -7.7% |
| 5Y | +154.4% | +91.8% | +62.6% | +85.3% |
| 10Y | +54.7% | +215.2% | -160.5% | -8.3% |
| All | +82.5% | +1,494.4% | -1,411.9% | -46.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling