+191.3%
XOM vs F
+80.8%
+110.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.9% | +6.2% | +3.3% |
| 7D | 0.0% | -4.9% | +4.9% | +1.4% |
| 30D | +3.4% | -2.9% | +6.3% | +4.0% |
| 3M | +11.0% | -9.1% | +20.1% | +13.4% |
| 6M | +10.6% | +12.9% | -2.3% | +4.0% |
| YTD | +39.2% | +6.1% | +33.1% | +32.9% |
| 1Y | +52.7% | +22.5% | +30.2% | +37.9% |
| 3Y | +56.8% | +32.1% | +24.7% | +32.3% |
| 5Y | +261.8% | +43.7% | +218.1% | +168.6% |
| 10Y | +191.3% | +84.1% | +107.2% | +57.1% |
| All | +191.3% | +80.8% | +110.5% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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