+36.3%
XOP vs FN
+2,575.5%
-2,539.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -14.2% | +11.4% | -0.1% |
| 7D | -12.7% | -16.0% | +3.2% | -10.2% |
| 30D | -7.6% | -40.1% | +32.5% | +1.1% |
| 3M | +5.8% | -43.9% | +49.7% | +15.7% |
| 6M | -2.7% | -55.6% | +52.9% | +9.4% |
| YTD | +39.7% | -35.7% | +75.3% | +40.5% |
| 1Y | +42.4% | -39.8% | +82.2% | +44.2% |
| 3Y | +26.4% | +80.3% | -53.8% | -8.5% |
| 5Y | +78.9% | +143.3% | -64.4% | +14.8% |
| 10Y | +52.1% | +682.3% | -630.2% | -28.1% |
| All | +36.3% | +2,575.5% | -2,539.3% | -51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling