+53.4%
XOM vs FFIV
+141.9%
-88.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.8% |
| 7D | -2.4% | -1.5% | -0.8% | -2.2% |
| 30D | +5.7% | -2.7% | +8.3% | +5.9% |
| 3M | +6.6% | -1.7% | +8.2% | +6.4% |
| 6M | +7.7% | +36.1% | -28.5% | +3.0% |
| YTD | +36.2% | +52.6% | -16.5% | +27.9% |
| 1Y | +50.5% | +21.5% | +29.0% | +46.0% |
| 3Y | +53.4% | +142.7% | -89.3% | +34.0% |
| All | +53.4% | +141.9% | -88.6% | +34.0% |
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