+72.9%
XOM vs FGI
+1.5%
+71.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.3% |
| 7D | -11.4% | -7.0% | -4.5% | -11.4% |
| 30D | +1.1% | -4.2% | +5.3% | +1.1% |
| 3M | +7.8% | +55.6% | -47.8% | +7.8% |
| 6M | +13.0% | -3.2% | +16.2% | +13.2% |
| YTD | +40.6% | +29.1% | +11.5% | +40.4% |
| 1Y | +49.1% | +51.0% | -1.9% | +48.2% |
| 3Y | +72.9% | +1.5% | +71.4% | +70.5% |
| All | +72.9% | +1.5% | +71.4% | +70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling