+55.0%
XOM vs FN
+158.4%
-103.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.1% | -4.8% | -1.6% |
| 7D | +1.8% | -1.7% | +3.4% | +1.7% |
| 30D | +5.9% | -22.0% | +27.8% | +5.3% |
| 3M | +5.6% | -43.0% | +48.6% | +4.7% |
| 6M | +7.9% | -27.7% | +35.6% | +7.5% |
| YTD | +35.2% | -10.5% | +45.7% | +34.9% |
| 1Y | +46.0% | +12.5% | +33.5% | +45.5% |
| All | +55.0% | +158.4% | -103.4% | +50.4% |
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