+1,235.2%
XOM vs FE
+563.9%
+671.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | -7.3% | -0.5% | -6.8% | -7.1% |
| 30D | -2.6% | +4.3% | -7.0% | -4.3% |
| 3M | +3.6% | +0.4% | +3.2% | +3.3% |
| 6M | +15.3% | +6.9% | +8.3% | +11.9% |
| YTD | +39.4% | +8.0% | +31.4% | +34.4% |
| 1Y | +43.2% | +4.8% | +38.3% | +39.6% |
| 3Y | +74.9% | +49.0% | +26.0% | +46.5% |
| 5Y | +201.3% | +46.2% | +155.0% | +151.3% |
| 10Y | +188.5% | +120.9% | +67.6% | +93.2% |
| All | +1,235.2% | +563.9% | +671.3% | +530.3% |
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