+95.1%
XOP vs FGI
-74.8%
+169.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -25.2% | +26.1% | +1.3% |
| 7D | +6.3% | -14.4% | +20.7% | +6.5% |
| 30D | -6.6% | -11.8% | +5.2% | -6.5% |
| 3M | +3.6% | -46.2% | +49.8% | +4.2% |
| 6M | +10.8% | +5.2% | +5.6% | +9.6% |
| YTD | +48.3% | +10.5% | +37.7% | +44.9% |
| 1Y | +42.9% | +25.5% | +17.4% | +38.2% |
| 3Y | +43.3% | -16.0% | +59.3% | +35.8% |
| All | +95.1% | -74.8% | +169.9% | +89.1% |
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