+93.3%
XOP vs FGI
-66.3%
+159.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.2% | -4.5% | +1.6% |
| 7D | +5.2% | +13.5% | -8.3% | +5.0% |
| 30D | -8.4% | +17.1% | -25.5% | -8.6% |
| 3M | +2.9% | +78.0% | -75.1% | +1.3% |
| 6M | +8.8% | +46.4% | -37.6% | +7.3% |
| YTD | +46.9% | +47.7% | -0.8% | +43.1% |
| 1Y | +41.5% | +56.8% | -15.3% | +36.7% |
| 3Y | +43.1% | +12.3% | +30.9% | +35.2% |
| All | +93.3% | -66.3% | +159.6% | +86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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