+69.5%
XOP vs FTV
+90.8%
-21.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.2% |
| 7D | +2.6% | -4.5% | +7.1% | +5.4% |
| 30D | +15.4% | -7.1% | +22.5% | +20.5% |
| 3M | +12.1% | -7.2% | +19.2% | +15.6% |
| 6M | +19.7% | -1.5% | +21.2% | +17.7% |
| YTD | +52.4% | +3.5% | +48.9% | +43.3% |
| 1Y | +47.6% | +20.3% | +27.2% | +24.7% |
| 3Y | +34.4% | -3.1% | +37.5% | +28.2% |
| 5Y | +154.4% | +2.3% | +152.0% | +127.5% |
| 10Y | +54.7% | +76.3% | -21.6% | +1.3% |
| All | +69.5% | +90.8% | -21.3% | +6.7% |
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