+257.2%
XOM vs FTI
+1,066.8%
-809.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.1% |
| 7D | +4.1% | -4.4% | +8.5% | +5.8% |
| 30D | +4.6% | +1.5% | +3.1% | +3.9% |
| 3M | +14.0% | +8.2% | +5.8% | +10.1% |
| 6M | +11.0% | +18.8% | -7.9% | +3.0% |
| YTD | +40.7% | +71.7% | -31.0% | +13.1% |
| 1Y | +52.3% | +90.0% | -37.7% | +17.3% |
| 3Y | +60.5% | +270.5% | -210.0% | -9.0% |
| All | +257.2% | +1,066.8% | -809.6% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling