+50.2%
XOP vs FIVE
+475.1%
-424.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +0.9% | +1.5% |
| 7D | +0.6% | +3.7% | -3.1% | -0.3% |
| 30D | +16.5% | +4.0% | +12.6% | +15.1% |
| 3M | +15.7% | +36.2% | -20.5% | +6.6% |
| 6M | +19.2% | +18.0% | +1.2% | +12.3% |
| YTD | +55.0% | +34.9% | +20.1% | +40.7% |
| 1Y | +54.2% | +67.9% | -13.7% | +31.5% |
| 3Y | +35.9% | +57.3% | -21.5% | +9.9% |
| 5Y | +162.4% | +39.5% | +122.9% | +110.5% |
| 10Y | +50.2% | +496.4% | -446.2% | -15.1% |
| All | +50.2% | +475.1% | -424.9% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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