+825.1%
XOM vs FFIV
+7,518.9%
-6,693.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.7% |
| 7D | +1.8% | -1.0% | +2.7% | +1.8% |
| 30D | +5.9% | -5.1% | +10.9% | +6.2% |
| 3M | +5.6% | -4.5% | +10.0% | +5.8% |
| 6M | +7.9% | +36.5% | -28.6% | +4.9% |
| YTD | +35.2% | +53.0% | -17.8% | +30.2% |
| 1Y | +46.0% | +24.2% | +21.8% | +42.7% |
| 3Y | +55.0% | +137.2% | -82.2% | +43.4% |
| 5Y | +246.3% | +91.8% | +154.5% | +223.9% |
| 10Y | +181.0% | +215.2% | -34.2% | +152.1% |
| All | +825.1% | +7,518.9% | -6,693.8% | +646.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling