+75.8%
XOP vs FN
+170.4%
-94.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +11.7% | -11.8% | -1.2% |
| 7D | -14.7% | 0.0% | -14.7% | -14.9% |
| 30D | -7.7% | -34.3% | +26.6% | -4.5% |
| 3M | +4.4% | -39.9% | +44.3% | +8.4% |
| 6M | +3.5% | -51.8% | +55.4% | +9.2% |
| YTD | +39.4% | -28.1% | +67.6% | +37.1% |
| 1Y | +39.8% | -29.1% | +68.9% | +37.0% |
| 3Y | +29.7% | +102.4% | -72.8% | +1.5% |
| All | +75.8% | +170.4% | -94.6% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling