+204.8%
XOM vs FFIV
+41.1%
+163.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.3% |
| 7D | -1.5% | -2.9% | +1.4% | -1.2% |
| 30D | -3.2% | -32.4% | +29.3% | +1.0% |
| 3M | +5.0% | -22.7% | +27.7% | +7.3% |
| 6M | +12.9% | -10.7% | +23.5% | +12.4% |
| YTD | +41.3% | +25.4% | +15.9% | +32.6% |
| 1Y | +43.2% | +34.2% | +9.0% | +32.7% |
| 3Y | +77.3% | +101.2% | -23.9% | +49.3% |
| 5Y | +204.8% | +42.0% | +162.8% | +152.4% |
| All | +204.8% | +41.1% | +163.6% | +152.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling