+192.9%
XOM vs FITB
+290.8%
-97.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | -0.1% | +0.3% |
| 7D | +4.1% | -0.3% | +4.4% | +4.2% |
| 30D | +4.6% | -5.7% | +10.3% | +6.9% |
| 3M | +14.0% | +3.2% | +10.8% | +12.1% |
| 6M | +11.0% | +23.4% | -12.4% | +0.8% |
| YTD | +40.7% | +18.8% | +21.9% | +29.0% |
| 1Y | +52.3% | +25.0% | +27.3% | +36.2% |
| 3Y | +60.5% | +131.2% | -70.7% | +7.0% |
| 5Y | +266.4% | +70.7% | +195.7% | +165.2% |
| All | +192.9% | +290.8% | -97.9% | +44.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling