+209.1%
XOM vs FND
+56.5%
+152.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | +4.1% | -5.8% | +9.8% | +4.9% |
| 30D | +4.6% | -20.2% | +24.8% | +7.5% |
| 3M | +14.0% | -12.0% | +25.9% | +15.0% |
| 6M | +11.0% | -18.5% | +29.5% | +12.4% |
| YTD | +40.7% | -22.3% | +63.0% | +43.0% |
| 1Y | +52.3% | -47.6% | +100.0% | +64.3% |
| 3Y | +60.5% | -49.8% | +110.2% | +69.0% |
| 5Y | +266.4% | -63.0% | +329.4% | +292.4% |
| All | +209.1% | +56.5% | +152.6% | +143.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling