+45.3%
XOP vs FN
-25.7%
+71.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -6.0% | -0.4% | -6.5% |
| 7D | -10.5% | -7.0% | -3.5% | -10.6% |
| 30D | -4.3% | -24.7% | +20.4% | -5.0% |
| 3M | +4.7% | -35.7% | +40.3% | +3.8% |
| 6M | -0.1% | -52.4% | +52.3% | -1.2% |
| YTD | +43.8% | -25.0% | +68.8% | +42.9% |
| 1Y | +45.3% | -25.7% | +70.9% | +44.9% |
| All | +45.3% | -25.7% | +71.0% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling