+46.0%
XOM vs FIG
-56.9%
+102.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.4% | +2.7% | -1.7% |
| 7D | +1.8% | -16.3% | +18.1% | +1.7% |
| 30D | +5.9% | -14.3% | +20.2% | +5.7% |
| 3M | +5.6% | +7.2% | -1.6% | +5.4% |
| 6M | +7.9% | -18.6% | +26.5% | +6.8% |
| YTD | +35.2% | -35.5% | +70.6% | +34.2% |
| 1Y | +46.0% | -55.8% | +101.8% | +47.0% |
| All | +46.0% | -56.9% | +102.8% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 1y: compounded portfolio wealth divided by compounded FIG 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…
1y analysis · Full analysis span regression · 6 months rolling