+37.6%
XOP vs FN
+112.9%
-75.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +11.9% | -11.6% | -0.5% |
| 7D | -10.0% | +16.3% | -26.3% | -11.0% |
| 30D | -9.1% | -24.7% | +15.7% | -7.7% |
| 3M | +5.1% | -34.9% | +40.0% | +7.4% |
| 6M | +6.4% | -41.1% | +47.5% | +9.1% |
| YTD | +39.7% | -19.6% | +59.3% | +35.9% |
| 1Y | +37.2% | -18.5% | +55.8% | +32.6% |
| 3Y | +37.6% | +119.1% | -81.5% | -1.7% |
| All | +37.6% | +112.9% | -75.2% | -1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling