+82.5%
XOP vs FTI
+726.3%
-643.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.6% |
| 7D | +2.6% | +5.3% | -2.7% | -0.8% |
| 30D | +15.4% | +15.3% | +0.1% | +5.2% |
| 3M | +12.1% | +15.8% | -3.7% | +1.2% |
| 6M | +19.7% | +22.6% | -2.9% | +3.2% |
| YTD | +52.4% | +79.5% | -27.2% | +2.1% |
| 1Y | +47.6% | +102.0% | -54.5% | -8.9% |
| 3Y | +34.4% | +315.8% | -281.5% | -51.1% |
| 5Y | +154.4% | +1,129.5% | -975.1% | -58.8% |
| 10Y | +54.7% | +320.9% | -266.3% | -56.0% |
| All | +82.5% | +726.3% | -643.8% | -70.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling