+205.4%
XOM vs FFIV
+118.6%
+86.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +1.1% |
| 7D | +2.8% | -0.5% | +3.4% | +2.9% |
| 30D | -3.6% | -32.4% | +28.8% | +4.6% |
| 3M | +8.2% | -25.7% | +33.9% | +14.3% |
| 6M | +14.0% | -13.5% | +27.5% | +15.1% |
| YTD | +44.6% | +21.1% | +23.5% | +32.1% |
| 1Y | +47.8% | +29.4% | +18.4% | +32.3% |
| 3Y | +79.6% | +94.9% | -15.3% | +37.5% |
| 5Y | +214.3% | +34.7% | +179.6% | +164.6% |
| All | +205.4% | +118.6% | +86.8% | +98.9% |
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