+4,398.3%
XOM vs F
+528.7%
+3,869.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.6% | 0.0% |
| 7D | -7.3% | +1.0% | -8.3% | -7.5% |
| 30D | -2.6% | +2.1% | -4.8% | -3.2% |
| 3M | +3.6% | -10.3% | +13.9% | +5.4% |
| 6M | +15.3% | +3.3% | +12.0% | +13.0% |
| YTD | +39.4% | -2.0% | +41.4% | +37.2% |
| 1Y | +43.2% | -2.3% | +45.4% | +40.9% |
| 3Y | +74.9% | +49.9% | +25.1% | +54.5% |
| 5Y | +201.3% | -12.5% | +213.7% | +187.8% |
| 10Y | +188.5% | +74.3% | +114.2% | +132.1% |
| All | +4,398.3% | +528.7% | +3,869.6% | +2,445.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling