+47.6%
XOP vs FTV
+21.5%
+26.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.9% |
| 7D | +2.6% | -4.6% | +7.2% | +2.5% |
| 30D | +15.4% | -7.2% | +22.6% | +15.3% |
| 3M | +12.1% | -7.3% | +19.3% | +11.6% |
| 6M | +19.7% | -1.6% | +21.3% | +18.4% |
| YTD | +52.4% | +3.3% | +49.0% | +47.1% |
| 1Y | +47.6% | +20.2% | +27.4% | +34.8% |
| All | +47.6% | +21.5% | +26.0% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1y: compounded portfolio wealth divided by compounded FTV 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…
1y analysis · Full analysis span regression · 6 months rolling