+264.7%
XOM vs FND
-62.8%
+327.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.7% |
| 7D | +1.9% | -5.1% | +6.9% | +2.1% |
| 30D | +4.1% | -22.5% | +26.6% | +5.2% |
| 3M | +10.4% | -5.0% | +15.4% | +10.1% |
| 6M | +13.0% | -21.5% | +34.6% | +14.2% |
| YTD | +40.1% | -23.0% | +63.1% | +41.4% |
| 1Y | +51.1% | -44.9% | +96.0% | +57.1% |
| 3Y | +57.7% | -50.0% | +107.7% | +62.5% |
| 5Y | +264.7% | -63.3% | +328.1% | +273.3% |
| All | +264.7% | -62.8% | +327.5% | +273.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling