+211.6%
XOM vs FE
+47.0%
+164.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.2% |
| 7D | +2.8% | +1.2% | +1.6% | +2.5% |
| 30D | -3.6% | +4.5% | -8.2% | -4.7% |
| 3M | +8.2% | +1.3% | +6.9% | +7.8% |
| 6M | +14.0% | +8.7% | +5.4% | +11.3% |
| YTD | +44.6% | +9.2% | +35.4% | +40.4% |
| 1Y | +47.8% | +7.0% | +40.8% | +44.3% |
| 3Y | +79.6% | +51.4% | +28.2% | +54.4% |
| All | +211.6% | +47.0% | +164.6% | +167.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling