+55.0%
XOP vs FTV
+80.7%
-25.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.1% |
| 7D | +2.6% | -4.0% | +6.6% | +5.2% |
| 30D | +9.6% | -11.0% | +20.6% | +17.5% |
| 3M | +20.4% | -8.4% | +28.8% | +25.4% |
| 6M | +19.9% | -2.6% | +22.5% | +18.4% |
| YTD | +56.4% | -0.6% | +57.0% | +50.6% |
| 1Y | +52.4% | +11.0% | +41.5% | +35.8% |
| 3Y | +39.9% | -6.3% | +46.2% | +36.2% |
| 5Y | +163.7% | -1.5% | +165.3% | +141.2% |
| All | +55.0% | +80.7% | -25.7% | +8.1% |
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