+54.8%
XOP vs FLR
+18.3%
+36.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.6% | +1.0% |
| 7D | +1.6% | -6.9% | +8.5% | +3.9% |
| 30D | +9.6% | +1.1% | +8.5% | +9.0% |
| 3M | +16.9% | +14.3% | +2.6% | +9.9% |
| 6M | +24.0% | +19.1% | +4.9% | +12.9% |
| YTD | +56.2% | +35.1% | +21.1% | +35.2% |
| 1Y | +51.8% | +29.5% | +22.3% | +31.7% |
| 3Y | +37.0% | +53.0% | -16.0% | +4.5% |
| 5Y | +163.4% | +238.9% | -75.5% | +48.2% |
| All | +54.8% | +18.3% | +36.5% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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