+200.7%
XOM vs FN
+170.4%
+30.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +11.7% | -11.3% | +0.3% |
| 7D | -11.4% | 0.0% | -11.4% | -11.4% |
| 30D | +1.1% | -34.3% | +35.4% | +1.2% |
| 3M | +7.8% | -39.9% | +47.7% | +8.0% |
| 6M | +13.0% | -51.8% | +64.9% | +13.4% |
| YTD | +40.6% | -28.1% | +68.7% | +39.6% |
| 1Y | +49.1% | -29.1% | +78.1% | +48.0% |
| 3Y | +72.9% | +102.4% | -29.5% | +59.4% |
| All | +200.7% | +170.4% | +30.4% | +154.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling