+191.6%
XOM vs BAC
+399.7%
-208.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +1.9% | -0.3% | +2.1% | +2.0% |
| 30D | +4.1% | -1.8% | +5.8% | +4.9% |
| 3M | +10.4% | +15.3% | -4.9% | +2.8% |
| 6M | +13.0% | +30.2% | -17.1% | -1.5% |
| YTD | +40.1% | +15.6% | +24.5% | +28.8% |
| 1Y | +51.1% | +27.5% | +23.7% | +31.8% |
| 3Y | +57.7% | +137.0% | -79.3% | -3.9% |
| 5Y | +264.7% | +75.6% | +189.2% | +152.4% |
| All | +191.6% | +399.7% | -208.2% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAC.
Daily Out/Under-Performance
Portfolio return minus BAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BAC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling