+75.5%
XOM vs FFIV
+102.3%
-26.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.3% |
| 7D | -1.5% | -2.9% | +1.4% | -1.3% |
| 30D | -3.2% | -32.4% | +29.3% | -0.7% |
| 3M | +5.0% | -22.7% | +27.7% | +6.2% |
| 6M | +12.9% | -10.7% | +23.5% | +11.9% |
| YTD | +41.3% | +25.4% | +15.9% | +33.5% |
| 1Y | +43.2% | +34.2% | +9.0% | +33.9% |
| All | +75.5% | +102.3% | -26.8% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling