+100.5%
XOP vs FGI
-70.4%
+170.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.5% | -8.4% | -0.9% |
| 7D | +2.6% | +0.5% | +2.0% | +2.6% |
| 30D | +15.4% | +65.4% | -50.0% | +13.8% |
| 3M | +12.1% | +23.5% | -11.4% | +10.9% |
| 6M | +19.7% | +60.5% | -40.8% | +16.2% |
| YTD | +52.4% | +30.0% | +22.4% | +48.7% |
| 1Y | +47.6% | +82.1% | -34.5% | +38.8% |
| 3Y | +34.4% | -4.4% | +38.7% | +27.3% |
| All | +100.5% | -70.4% | +170.9% | +94.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling