+233.7%
XOM vs FIVE
+873.2%
-639.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -7.3% | +7.3% | -14.7% | -8.3% |
| 30D | -2.6% | +18.1% | -20.7% | -5.0% |
| 3M | +3.6% | +7.7% | -4.1% | +2.2% |
| 6M | +15.3% | +13.6% | +1.7% | +12.3% |
| YTD | +39.4% | +34.6% | +4.8% | +31.7% |
| 1Y | +43.2% | +66.2% | -23.1% | +30.9% |
| 3Y | +74.9% | +43.5% | +31.5% | +57.0% |
| 5Y | +201.3% | +20.7% | +180.6% | +171.1% |
| 10Y | +188.5% | +541.5% | -353.0% | +97.1% |
| All | +233.7% | +873.2% | -639.4% | +114.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling