+395.8%
XOM vs FN
+3,620.5%
-3,224.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.1% | -4.8% | -2.0% |
| 7D | +1.8% | -1.7% | +3.4% | +1.9% |
| 30D | +5.9% | -22.0% | +27.8% | +7.7% |
| 3M | +5.6% | -43.0% | +48.6% | +9.9% |
| 6M | +7.9% | -27.7% | +35.6% | +8.7% |
| YTD | +35.2% | -10.5% | +45.7% | +32.6% |
| 1Y | +46.0% | +12.5% | +33.5% | +38.9% |
| 3Y | +55.0% | +153.8% | -98.8% | +28.5% |
| 5Y | +246.3% | +288.0% | -41.7% | +164.8% |
| 10Y | +181.0% | +906.4% | -725.4% | +87.5% |
| All | +395.8% | +3,620.5% | -3,224.7% | +194.3% |
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