+1,194.6%
XOM vs FE
+561.4%
+633.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | +1.8% | +1.9% | -0.2% | +1.0% |
| 30D | +5.9% | -1.2% | +7.0% | +6.2% |
| 3M | +5.6% | +3.5% | +2.1% | +4.0% |
| 6M | +7.9% | -6.1% | +13.9% | +10.0% |
| YTD | +35.2% | +7.6% | +27.6% | +30.7% |
| 1Y | +46.0% | +11.9% | +34.1% | +38.8% |
| 3Y | +55.0% | +48.4% | +6.6% | +30.0% |
| 5Y | +246.3% | +44.8% | +201.5% | +190.0% |
| 10Y | +181.0% | +115.9% | +65.1% | +89.6% |
| All | +1,194.6% | +561.4% | +633.2% | +512.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling