+199.1%
XOM vs FND
+58.4%
+140.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.6% | +5.3% | +1.3% |
| 7D | -2.4% | +0.4% | -2.7% | -2.4% |
| 30D | +5.7% | -23.6% | +29.2% | +9.2% |
| 3M | +6.6% | +4.3% | +2.2% | +4.8% |
| 6M | +7.7% | -20.3% | +27.9% | +9.4% |
| YTD | +36.2% | -21.3% | +57.5% | +38.2% |
| 1Y | +50.5% | -45.4% | +95.9% | +61.2% |
| 3Y | +53.4% | -48.9% | +102.2% | +61.2% |
| 5Y | +254.2% | -61.0% | +315.2% | +275.5% |
| All | +199.1% | +58.4% | +140.7% | +135.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling