+52.6%
XOM vs FTI
+57.1%
-4.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.4% | -1.3% | -3.5% |
| 7D | -7.0% | -9.7% | +2.7% | -4.0% |
| 30D | +3.2% | -8.2% | +11.4% | +5.8% |
| 3M | +10.7% | -7.8% | +18.5% | +13.0% |
| 6M | +11.6% | -13.4% | +25.0% | +16.2% |
| YTD | +43.5% | +45.1% | -1.6% | +19.6% |
| 1Y | +52.6% | +54.6% | -2.0% | +23.1% |
| All | +52.6% | +57.1% | -4.5% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 1y: compounded portfolio wealth divided by compounded FTI 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…
1y analysis · Full analysis span regression · 6 months rolling