+52.6%
XOM vs FITB
+36.9%
+15.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.5% | -6.1% | -4.4% |
| 7D | -7.0% | +2.3% | -9.3% | -6.7% |
| 30D | +3.2% | +7.7% | -4.5% | +4.0% |
| 3M | +10.7% | -4.5% | +15.1% | +10.4% |
| 6M | +11.6% | +12.5% | -0.9% | +13.4% |
| YTD | +43.5% | +19.8% | +23.7% | +43.9% |
| 1Y | +52.6% | +34.1% | +18.4% | +49.4% |
| All | +52.6% | +36.9% | +15.7% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 1y: compounded portfolio wealth divided by compounded FITB 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…
1y analysis · Full analysis span regression · 6 months rolling