+261.8%
XOM vs FITB
+70.3%
+191.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.4% |
| 7D | 0.0% | -0.4% | +0.4% | +0.1% |
| 30D | +3.4% | -5.1% | +8.6% | +4.7% |
| 3M | +11.0% | +3.5% | +7.5% | +9.7% |
| 6M | +10.6% | +17.2% | -6.6% | +5.3% |
| YTD | +39.2% | +17.6% | +21.6% | +31.8% |
| 1Y | +52.7% | +23.4% | +29.4% | +42.3% |
| 3Y | +56.8% | +129.7% | -73.0% | +19.6% |
| 5Y | +261.8% | +68.4% | +193.4% | +164.0% |
| All | +261.8% | +70.3% | +191.5% | +164.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling