+166.4%
XOM vs FGI
-66.3%
+232.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.2% | -4.3% | +1.8% |
| 7D | +2.7% | +13.5% | -10.8% | +2.6% |
| 30D | -2.5% | +17.1% | -19.6% | -2.6% |
| 3M | +7.0% | +78.0% | -71.0% | +6.0% |
| 6M | +14.2% | +46.4% | -32.2% | +13.2% |
| YTD | +43.9% | +47.7% | -3.8% | +41.6% |
| 1Y | +47.9% | +56.8% | -8.9% | +44.5% |
| 3Y | +80.6% | +12.3% | +68.3% | +73.2% |
| All | +166.4% | -66.3% | +232.7% | +161.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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