+728.7%
XOM vs FTI
+2,107.5%
-1,378.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.7% | +2.4% |
| 7D | 0.0% | -2.3% | +2.4% | +0.9% |
| 30D | +3.4% | +5.0% | -1.6% | +1.5% |
| 3M | +11.0% | +13.8% | -2.8% | +5.3% |
| 6M | +10.6% | +22.9% | -12.3% | +1.5% |
| YTD | +39.2% | +75.0% | -35.8% | +11.7% |
| 1Y | +52.7% | +96.9% | -44.2% | +16.9% |
| 3Y | +56.8% | +276.7% | -220.0% | -9.4% |
| 5Y | +261.8% | +1,157.0% | -895.2% | +26.3% |
| 10Y | +191.3% | +310.7% | -119.4% | +29.6% |
| All | +728.7% | +2,107.5% | -1,378.8% | +68.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling