+205.4%
XOM vs BAC
+228.6%
-23.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | 0.0% |
| 7D | +2.8% | +3.2% | -0.4% | +1.3% |
| 30D | -3.6% | -0.7% | -2.9% | -3.5% |
| 3M | +8.2% | -20.0% | +28.2% | +19.7% |
| 6M | +14.0% | +3.4% | +10.6% | +10.9% |
| YTD | +44.6% | -5.7% | +50.3% | +45.7% |
| 1Y | +47.8% | -1.4% | +49.2% | +45.5% |
| 3Y | +79.6% | +97.9% | -18.3% | +18.3% |
| 5Y | +214.3% | +22.9% | +191.4% | +160.7% |
| All | +205.4% | +228.6% | -23.2% | +66.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling