+83.4%
XOP vs FGI
-70.6%
+154.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.2% |
| 7D | -14.7% | -7.0% | -7.8% | -14.6% |
| 30D | -7.7% | -4.2% | -3.5% | -7.7% |
| 3M | +4.4% | +55.6% | -51.2% | +3.0% |
| 6M | +3.5% | -3.2% | +6.7% | +2.7% |
| YTD | +39.4% | +29.1% | +10.3% | +36.0% |
| 1Y | +39.8% | +51.0% | -11.2% | +34.9% |
| 3Y | +29.7% | +1.5% | +28.1% | +22.3% |
| All | +83.4% | -70.6% | +154.0% | +77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling