+51.7%
XOP vs FN
+899.8%
-848.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -4.0% | -1.5% |
| 7D | +2.6% | -1.7% | +4.2% | +2.9% |
| 30D | +15.4% | -22.0% | +37.4% | +20.1% |
| 3M | +12.1% | -43.0% | +55.1% | +22.9% |
| 6M | +19.7% | -27.7% | +47.4% | +21.4% |
| YTD | +52.4% | -10.5% | +62.9% | +44.7% |
| 1Y | +47.6% | +12.5% | +35.1% | +30.2% |
| 3Y | +34.4% | +153.8% | -119.4% | -14.0% |
| 5Y | +154.4% | +288.0% | -133.6% | +32.5% |
| All | +51.7% | +899.8% | -848.1% | -41.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling