+160.6%
XOP vs FTV
+1.8%
+158.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.1% |
| 7D | +1.0% | -1.3% | +2.2% | +1.5% |
| 30D | +10.8% | -9.5% | +20.4% | +15.4% |
| 3M | +19.5% | -10.9% | +30.4% | +24.2% |
| 6M | +21.6% | -0.6% | +22.2% | +19.3% |
| YTD | +55.8% | +1.4% | +54.4% | +50.0% |
| 1Y | +54.6% | +17.6% | +37.0% | +37.3% |
| 3Y | +36.6% | -3.3% | +39.9% | +31.7% |
| 5Y | +160.6% | -0.1% | +160.8% | +146.2% |
| All | +160.6% | +1.8% | +158.8% | +146.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling