+45.3%
XOP vs FTV
+37.8%
+7.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.3% | -8.7% | -6.2% |
| 7D | -10.5% | +6.6% | -17.1% | -10.1% |
| 30D | -4.3% | +19.1% | -23.4% | -3.4% |
| 3M | +4.7% | +13.1% | -8.4% | +5.4% |
| 6M | -0.1% | +14.0% | -14.1% | +0.1% |
| YTD | +43.8% | +24.2% | +19.7% | +40.8% |
| 1Y | +45.3% | +36.4% | +8.9% | +39.7% |
| All | +45.3% | +37.8% | +7.5% | +39.7% |
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