+35.9%
XOP vs FTI
+284.3%
-248.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.7% |
| 7D | +0.6% | -0.2% | +0.8% | +0.7% |
| 30D | +16.5% | +12.3% | +4.2% | +9.8% |
| 3M | +15.7% | +13.8% | +2.0% | +8.0% |
| 6M | +19.2% | +24.3% | -5.1% | +5.6% |
| YTD | +55.0% | +75.8% | -20.8% | +14.0% |
| 1Y | +54.2% | +99.6% | -45.5% | +5.8% |
| 3Y | +35.9% | +278.4% | -242.6% | -32.7% |
| All | +35.9% | +284.3% | -248.4% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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