+191.6%
XOM vs FFIV
+238.2%
-46.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.0% |
| 7D | +1.9% | +1.6% | +0.2% | +1.4% |
| 30D | +4.1% | -3.7% | +7.8% | +4.9% |
| 3M | +10.4% | +2.0% | +8.4% | +9.2% |
| 6M | +13.0% | +39.3% | -26.2% | +2.5% |
| YTD | +40.1% | +56.1% | -16.1% | +22.5% |
| 1Y | +51.1% | +22.0% | +29.2% | +40.8% |
| 3Y | +57.7% | +148.2% | -90.5% | +16.5% |
| 5Y | +264.7% | +96.3% | +168.4% | +180.8% |
| All | +191.6% | +238.2% | -46.6% | +80.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling