+160.6%
XOP vs FND
-61.3%
+221.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | +1.0% | -0.8% | +1.7% | +1.0% |
| 30D | +10.8% | -19.6% | +30.4% | +13.7% |
| 3M | +19.5% | -4.3% | +23.8% | +18.8% |
| 6M | +21.6% | -20.4% | +42.0% | +23.8% |
| YTD | +55.8% | -21.9% | +77.7% | +58.4% |
| 1Y | +54.6% | -45.2% | +99.8% | +67.9% |
| 3Y | +36.6% | -49.2% | +85.9% | +45.1% |
| 5Y | +160.6% | -61.8% | +222.5% | +184.1% |
| All | +160.6% | -61.3% | +221.9% | +184.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling