+192.9%
XOM vs FLR
+19.7%
+173.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.8% | +0.2% |
| 7D | +4.1% | -3.5% | +7.6% | +4.8% |
| 30D | +4.6% | +4.2% | +0.4% | +3.6% |
| 3M | +14.0% | +8.1% | +5.9% | +11.1% |
| 6M | +11.0% | +21.5% | -10.6% | +4.4% |
| YTD | +40.7% | +36.8% | +3.9% | +28.7% |
| 1Y | +52.3% | +31.2% | +21.1% | +39.5% |
| 3Y | +60.5% | +53.9% | +6.6% | +34.8% |
| 5Y | +266.4% | +243.0% | +23.4% | +152.4% |
| All | +192.9% | +19.7% | +173.2% | +120.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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