+42.6%
XOP vs FN
+837.6%
-794.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +11.9% | -11.6% | -2.0% |
| 7D | -10.0% | +16.3% | -26.3% | -13.1% |
| 30D | -9.1% | -24.7% | +15.7% | -5.1% |
| 3M | +5.1% | -34.9% | +40.0% | +11.5% |
| 6M | +6.4% | -41.1% | +47.5% | +13.0% |
| YTD | +39.7% | -19.6% | +59.3% | +33.2% |
| 1Y | +37.2% | -18.5% | +55.8% | +29.3% |
| 3Y | +37.6% | +119.1% | -81.5% | -10.1% |
| 5Y | +76.5% | +206.9% | -130.5% | -3.1% |
| 10Y | +42.6% | +826.4% | -783.8% | -43.6% |
| All | +42.6% | +837.6% | -794.9% | -43.6% |
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