+39.7%
XOP vs FND
-50.8%
+90.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.3% |
| 7D | +1.6% | -5.1% | +6.7% | +1.9% |
| 30D | +9.6% | -22.5% | +32.1% | +11.3% |
| 3M | +16.9% | -5.0% | +21.9% | +16.2% |
| 6M | +24.0% | -21.5% | +45.6% | +26.3% |
| YTD | +56.2% | -23.0% | +79.2% | +58.6% |
| 1Y | +51.8% | -44.9% | +96.7% | +64.1% |
| All | +39.7% | -50.8% | +90.5% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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