+52.6%
XOM vs FFIV
+33.5%
+19.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.6% |
| 7D | -7.0% | -9.8% | +2.8% | -7.2% |
| 30D | +3.2% | -28.1% | +31.3% | +2.5% |
| 3M | +10.7% | -20.0% | +30.7% | +9.8% |
| 6M | +11.6% | -0.1% | +11.7% | +9.5% |
| YTD | +43.5% | +29.2% | +14.3% | +39.1% |
| 1Y | +52.6% | +36.6% | +16.0% | +49.1% |
| All | +52.6% | +33.5% | +19.1% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling