+44.0%
XOP vs FN
+772.0%
-727.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.8% | +5.5% | +1.7% |
| 7D | -8.4% | -4.1% | -4.3% | -8.0% |
| 30D | -8.4% | -28.3% | +20.0% | -3.5% |
| 3M | +0.2% | -33.9% | +34.0% | +5.9% |
| 6M | +7.2% | -43.9% | +51.1% | +14.8% |
| YTD | +40.8% | -23.4% | +64.3% | +35.5% |
| 1Y | +36.3% | -25.4% | +61.7% | +30.8% |
| 3Y | +37.2% | +107.9% | -70.7% | -9.5% |
| 5Y | +86.6% | +195.1% | -108.5% | +3.0% |
| 10Y | +44.0% | +794.1% | -750.1% | -42.5% |
| All | +44.0% | +772.0% | -727.9% | -42.5% |
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