+79.6%
XOM vs FITB
+144.0%
-64.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.3% |
| 7D | +2.8% | +2.8% | +0.1% | +2.4% |
| 30D | -3.6% | +9.8% | -13.4% | -5.3% |
| 3M | +8.2% | -5.2% | +13.4% | +9.2% |
| 6M | +14.0% | +17.3% | -3.3% | +10.0% |
| YTD | +44.6% | +19.3% | +25.3% | +37.8% |
| 1Y | +47.8% | +32.7% | +15.1% | +36.5% |
| 3Y | +79.6% | +141.6% | -62.0% | +46.4% |
| All | +79.6% | +144.0% | -64.4% | +46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling