+78.7%
XOM vs FN
+111.9%
-33.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.1% | +6.0% | +1.8% |
| 7D | +2.7% | +20.8% | -18.1% | +3.1% |
| 30D | -2.5% | -17.3% | +14.8% | -2.8% |
| 3M | +7.0% | -38.1% | +45.1% | +6.2% |
| 6M | +14.2% | -44.2% | +58.4% | +13.5% |
| YTD | +43.9% | -22.3% | +66.2% | +43.2% |
| 1Y | +47.9% | -20.9% | +68.8% | +47.2% |
| All | +78.7% | +111.9% | -33.2% | +60.8% |
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