+191.6%
XOM vs FN
+837.6%
-646.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +11.9% | -12.6% | -1.6% |
| 7D | -8.3% | +16.3% | -24.6% | -9.5% |
| 30D | -2.5% | -24.7% | +22.3% | -0.8% |
| 3M | +8.3% | -34.9% | +43.3% | +11.0% |
| 6M | +15.5% | -41.1% | +56.6% | +18.4% |
| YTD | +39.6% | -19.6% | +59.3% | +36.8% |
| 1Y | +44.6% | -18.5% | +63.1% | +40.9% |
| 3Y | +76.6% | +119.1% | -42.6% | +43.1% |
| 5Y | +195.8% | +206.9% | -11.2% | +117.7% |
| 10Y | +191.6% | +826.4% | -634.8% | +79.0% |
| All | +191.6% | +837.6% | -646.0% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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