+63.4%
XOP vs FTV
+127.3%
-63.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | +5.2% | +3.7% | +1.5% | +2.8% |
| 30D | -8.4% | +16.8% | -25.2% | -17.1% |
| 3M | +2.9% | +10.4% | -7.4% | -3.9% |
| 6M | +8.8% | +12.8% | -4.0% | -1.2% |
| YTD | +46.9% | +23.3% | +23.6% | +23.3% |
| 1Y | +41.5% | +31.0% | +10.5% | +13.8% |
| 3Y | +43.1% | +38.6% | +4.5% | +7.8% |
| 5Y | +92.2% | +17.6% | +74.6% | +58.1% |
| 10Y | +52.3% | +110.0% | -57.7% | -11.8% |
| All | +63.4% | +127.3% | -63.9% | -8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling