+51.7%
XOP vs FTV
+109.2%
-57.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +6.3% | +3.9% | +2.4% | +3.9% |
| 30D | -6.6% | +18.7% | -25.2% | -16.4% |
| 3M | +3.6% | +10.0% | -6.5% | -3.2% |
| 6M | +10.8% | +14.6% | -3.8% | -0.6% |
| YTD | +48.3% | +23.4% | +24.8% | +24.1% |
| 1Y | +42.9% | +31.3% | +11.6% | +14.4% |
| 3Y | +43.3% | +39.8% | +3.5% | +6.8% |
| 5Y | +94.0% | +17.7% | +76.3% | +59.1% |
| All | +51.7% | +109.2% | -57.6% | -9.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling