+167.7%
XOM vs FGI
-74.8%
+242.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -25.2% | +25.7% | +0.7% |
| 7D | +2.8% | -14.4% | +17.2% | +2.9% |
| 30D | -3.6% | -11.8% | +8.1% | -3.6% |
| 3M | +8.2% | -46.2% | +54.5% | +8.7% |
| 6M | +14.0% | +5.2% | +8.9% | +13.4% |
| YTD | +44.6% | +10.5% | +34.1% | +42.5% |
| 1Y | +47.8% | +25.5% | +22.3% | +44.5% |
| 3Y | +79.6% | -16.0% | +95.6% | +72.6% |
| All | +167.7% | -74.8% | +242.5% | +162.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling