+168.3%
XOM vs FTV
+89.3%
+79.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.1% |
| 7D | -2.4% | -0.4% | -2.0% | -2.2% |
| 30D | +5.7% | -8.3% | +14.0% | +9.4% |
| 3M | +6.6% | -7.4% | +14.0% | +9.1% |
| 6M | +7.7% | -1.2% | +8.9% | +6.5% |
| YTD | +36.2% | +2.7% | +33.5% | +31.4% |
| 1Y | +50.5% | +18.4% | +32.0% | +35.5% |
| 3Y | +53.4% | -2.0% | +55.4% | +46.8% |
| 5Y | +254.2% | +3.4% | +250.8% | +221.5% |
| 10Y | +177.9% | +78.5% | +99.4% | +101.9% |
| All | +168.3% | +89.3% | +79.0% | +92.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling