+51.7%
XOP vs FN
+700.1%
-648.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.3% | +8.2% | +2.3% |
| 7D | +6.3% | +0.3% | +6.1% | +6.0% |
| 30D | -6.6% | -16.5% | +9.9% | -4.5% |
| 3M | +3.6% | -42.1% | +45.7% | +12.3% |
| 6M | +10.8% | -52.9% | +63.6% | +23.1% |
| YTD | +48.3% | -28.0% | +76.2% | +44.1% |
| 1Y | +42.9% | -18.5% | +61.4% | +33.7% |
| 3Y | +43.3% | +93.9% | -50.6% | -4.3% |
| 5Y | +94.0% | +170.5% | -76.5% | +9.0% |
| All | +51.7% | +700.1% | -648.5% | -39.9% |
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 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