+163.4%
XOP vs FOXA
+90.4%
+73.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.8% | -0.5% |
| 7D | +1.6% | -3.7% | +5.4% | +3.0% |
| 30D | +9.6% | +5.4% | +4.2% | +7.2% |
| 3M | +16.9% | -3.7% | +20.7% | +17.4% |
| 6M | +24.0% | +12.6% | +11.5% | +16.0% |
| YTD | +56.2% | -10.0% | +66.2% | +60.2% |
| 1Y | +51.8% | +15.0% | +36.8% | +38.2% |
| 3Y | +37.0% | +115.1% | -78.1% | -8.7% |
| 5Y | +163.4% | +93.0% | +70.4% | +62.5% |
| All | +163.4% | +90.4% | +73.0% | +62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling