+62.9%
XOP vs FND
+66.0%
-3.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.6% | -1.2% |
| 7D | +2.6% | -5.2% | +7.8% | +3.7% |
| 30D | +15.4% | -19.9% | +35.3% | +20.8% |
| 3M | +12.1% | +2.7% | +9.3% | +9.5% |
| 6M | +19.7% | -21.7% | +41.4% | +23.3% |
| YTD | +52.4% | -17.5% | +69.9% | +54.0% |
| 1Y | +47.6% | -39.3% | +86.9% | +60.3% |
| 3Y | +34.4% | -49.8% | +84.1% | +46.9% |
| 5Y | +154.4% | -60.1% | +214.5% | +180.7% |
| All | +62.9% | +66.0% | -3.1% | +18.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling