+97.7%
XOP vs FOXA
+92.4%
+5.4%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.0% | -0.4% |
| 7D | +2.6% | +0.8% | +1.8% | +2.2% |
| 30D | +9.6% | +5.0% | +4.6% | +6.6% |
| 3M | +20.4% | -3.0% | +23.4% | +20.0% |
| 6M | +19.9% | +14.8% | +5.1% | +8.7% |
| YTD | +56.4% | -8.9% | +65.3% | +59.1% |
| 1Y | +52.4% | +13.3% | +39.1% | +36.7% |
| 3Y | +39.9% | +115.4% | -75.5% | -14.2% |
| 5Y | +163.7% | +95.3% | +68.4% | +66.3% |
| All | +97.7% | +92.4% | +5.4% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 10y: compounded portfolio wealth divided by compounded FOXA 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…
10y analysis · Full analysis span regression · 6 months rolling