+39.4%
XOP vs FTV
-3.3%
+42.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.0% |
| 7D | +1.0% | -1.3% | +2.2% | +1.4% |
| 30D | +10.8% | -9.5% | +20.4% | +14.4% |
| 3M | +19.5% | -10.9% | +30.4% | +23.2% |
| 6M | +21.6% | -0.6% | +22.2% | +19.1% |
| YTD | +55.8% | +1.4% | +54.4% | +49.9% |
| 1Y | +54.6% | +17.6% | +37.0% | +37.5% |
| All | +39.4% | -3.3% | +42.7% | +30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling