+50.5%
XOM vs FN
+11.2%
+39.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.4% | +0.9% |
| 7D | -2.4% | +3.5% | -5.9% | -2.2% |
| 30D | +5.7% | -26.0% | +31.6% | +4.1% |
| 3M | +6.6% | -33.3% | +39.8% | +4.8% |
| 6M | +7.7% | -14.9% | +22.6% | +8.3% |
| YTD | +36.2% | -8.6% | +44.7% | +38.2% |
| 1Y | +50.5% | +12.3% | +38.2% | +56.3% |
| All | +50.5% | +11.2% | +39.3% | +56.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling