+191.3%
XOM vs FE
+110.4%
+81.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.4% |
| 7D | 0.0% | -0.2% | +0.2% | +0.1% |
| 30D | +3.4% | -1.2% | +4.6% | +3.8% |
| 3M | +11.0% | +1.7% | +9.4% | +10.3% |
| 6M | +10.6% | -7.5% | +18.1% | +13.1% |
| YTD | +39.2% | +6.3% | +32.9% | +35.8% |
| 1Y | +52.7% | +10.9% | +41.9% | +46.8% |
| 3Y | +56.8% | +46.9% | +9.8% | +35.1% |
| 5Y | +261.8% | +47.6% | +214.2% | +208.6% |
| 10Y | +191.3% | +114.5% | +76.8% | +134.4% |
| All | +191.3% | +110.4% | +81.0% | +134.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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