+254.2%
XOM vs F
+47.2%
+207.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.2% | +5.0% | +1.4% |
| 7D | -2.4% | +1.2% | -3.5% | -2.6% |
| 30D | +5.7% | +1.2% | +4.4% | +5.3% |
| 3M | +6.6% | -5.7% | +12.2% | +7.3% |
| 6M | +7.7% | +17.9% | -10.3% | +3.2% |
| YTD | +36.2% | +10.4% | +25.8% | +31.9% |
| 1Y | +50.5% | +25.3% | +25.1% | +41.3% |
| 3Y | +53.4% | +37.5% | +15.9% | +37.3% |
| 5Y | +254.2% | +46.5% | +207.7% | +168.9% |
| All | +254.2% | +47.2% | +207.0% | +168.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling