+75.9%
XOP vs FTI
+571.9%
-495.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.4% | +2.1% |
| 7D | +5.2% | +5.4% | -0.2% | +1.6% |
| 30D | -8.4% | -8.2% | -0.2% | -3.5% |
| 3M | +2.9% | -13.7% | +16.6% | +12.6% |
| 6M | +8.8% | -11.2% | +20.0% | +15.9% |
| YTD | +46.9% | +46.0% | +0.9% | +12.0% |
| 1Y | +41.5% | +51.8% | -10.3% | +5.1% |
| 3Y | +43.1% | +206.7% | -163.6% | -36.3% |
| 5Y | +92.2% | +862.0% | -769.8% | -63.4% |
| 10Y | +52.3% | +182.3% | -129.9% | -43.4% |
| All | +75.9% | +571.9% | -495.9% | -67.5% |
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