+191.3%
XOM vs FIVE
+486.0%
-294.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.7% | +5.0% | +2.6% |
| 7D | 0.0% | +1.7% | -1.6% | -0.3% |
| 30D | +3.4% | +5.0% | -1.6% | +2.5% |
| 3M | +11.0% | +29.5% | -18.5% | +6.3% |
| 6M | +10.6% | +12.4% | -1.8% | +7.4% |
| YTD | +39.2% | +31.2% | +8.0% | +31.5% |
| 1Y | +52.7% | +72.9% | -20.1% | +37.2% |
| 3Y | +56.8% | +53.0% | +3.8% | +37.4% |
| 5Y | +261.8% | +34.2% | +227.6% | +214.1% |
| 10Y | +191.3% | +497.6% | -306.3% | +94.5% |
| All | +191.3% | +486.0% | -294.7% | +94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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