+211.6%
XOM vs FN
+169.4%
+42.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.3% | +7.8% | +0.5% |
| 7D | +2.8% | +0.3% | +2.6% | +2.8% |
| 30D | -3.6% | -16.5% | +12.9% | -3.6% |
| 3M | +8.2% | -42.1% | +50.4% | +8.4% |
| 6M | +14.0% | -52.9% | +66.9% | +14.5% |
| YTD | +44.6% | -28.0% | +72.6% | +43.6% |
| 1Y | +47.8% | -18.5% | +66.3% | +46.0% |
| 3Y | +79.6% | +93.9% | -14.3% | +66.1% |
| All | +211.6% | +169.4% | +42.2% | +161.7% |
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