+160.6%
XOP vs FTI
+1,177.2%
-1,016.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | +1.0% | -2.3% | +3.3% | +2.2% |
| 30D | +10.8% | +5.0% | +5.8% | +7.8% |
| 3M | +19.5% | +13.8% | +5.6% | +10.8% |
| 6M | +21.6% | +22.9% | -1.3% | +7.4% |
| YTD | +55.8% | +75.0% | -19.2% | +12.7% |
| 1Y | +54.6% | +96.9% | -42.2% | +4.4% |
| 3Y | +36.6% | +276.7% | -240.1% | -38.1% |
| 5Y | +160.6% | +1,157.0% | -996.4% | -49.4% |
| All | +160.6% | +1,177.2% | -1,016.6% | -49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling