+191.6%
XOM vs FTV
+80.1%
+111.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.6% |
| 7D | +1.9% | -5.2% | +7.1% | +4.1% |
| 30D | +4.1% | -11.5% | +15.6% | +9.3% |
| 3M | +10.4% | -9.0% | +19.5% | +14.0% |
| 6M | +13.0% | -2.0% | +15.1% | +12.1% |
| YTD | +40.1% | -0.9% | +41.0% | +37.0% |
| 1Y | +51.1% | +14.8% | +36.3% | +37.6% |
| 3Y | +57.7% | -5.5% | +63.2% | +53.1% |
| 5Y | +264.7% | -1.9% | +266.6% | +238.8% |
| All | +191.6% | +80.1% | +111.4% | +122.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling