+4,261.5%
XOM vs BAC
+1,396.9%
+2,864.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | +1.8% | +1.1% | +0.7% | +1.5% |
| 30D | +5.9% | -0.4% | +6.2% | +5.9% |
| 3M | +5.6% | +16.9% | -11.3% | +1.8% |
| 6M | +7.9% | +26.6% | -18.8% | +1.8% |
| YTD | +35.2% | +15.8% | +19.4% | +30.0% |
| 1Y | +46.0% | +27.2% | +18.8% | +37.2% |
| 3Y | +55.0% | +132.4% | -77.4% | +25.9% |
| 5Y | +246.3% | +72.6% | +173.7% | +198.1% |
| 10Y | +181.0% | +389.7% | -208.8% | +96.5% |
| All | +4,261.5% | +1,396.9% | +2,864.7% | +2,157.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling