+412.2%
XOM vs FN
+3,241.9%
-2,829.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +11.9% | -12.6% | -1.7% |
| 7D | -8.3% | +16.3% | -24.6% | -9.7% |
| 30D | -2.5% | -24.7% | +22.3% | -0.7% |
| 3M | +8.3% | -34.9% | +43.3% | +11.2% |
| 6M | +15.5% | -41.1% | +56.6% | +18.6% |
| YTD | +39.6% | -19.6% | +59.3% | +37.2% |
| 1Y | +44.6% | -18.5% | +63.1% | +41.4% |
| 3Y | +76.6% | +119.1% | -42.6% | +47.8% |
| 5Y | +195.8% | +206.9% | -11.2% | +130.9% |
| 10Y | +191.6% | +826.4% | -634.8% | +94.7% |
| All | +412.2% | +3,241.9% | -2,829.8% | +204.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling