+72.9%
XOM vs FN
+101.0%
-28.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +11.7% | -11.3% | +0.6% |
| 7D | -11.4% | 0.0% | -11.4% | -11.3% |
| 30D | +1.1% | -34.3% | +35.4% | +0.3% |
| 3M | +7.8% | -39.9% | +47.7% | +6.9% |
| 6M | +13.0% | -51.8% | +64.9% | +11.9% |
| YTD | +40.6% | -28.1% | +68.7% | +39.7% |
| 1Y | +49.1% | -29.1% | +78.1% | +48.2% |
| 3Y | +72.9% | +102.4% | -29.5% | +60.9% |
| All | +72.9% | +101.0% | -28.1% | +60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling