+75.8%
XOP vs FIVE
+14.2%
+61.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -14.7% | -0.3% | -14.4% | -14.8% |
| 30D | -7.7% | +17.7% | -25.3% | -10.1% |
| 3M | +4.4% | +4.0% | +0.5% | +3.3% |
| 6M | +3.5% | +2.6% | +0.9% | +2.2% |
| YTD | +39.4% | +27.6% | +11.8% | +31.4% |
| 1Y | +39.8% | +59.9% | -20.2% | +26.3% |
| 3Y | +29.7% | +35.8% | -6.1% | +14.9% |
| All | +75.8% | +14.2% | +61.6% | +73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling