+4,261.5%
XOM vs FITB
+2,855.6%
+1,405.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | +1.8% | +0.6% | +1.2% | +1.6% |
| 30D | +5.9% | -4.7% | +10.6% | +6.8% |
| 3M | +5.6% | +6.7% | -1.1% | +4.1% |
| 6M | +7.9% | +12.6% | -4.7% | +4.8% |
| YTD | +35.2% | +19.1% | +16.1% | +29.6% |
| 1Y | +46.0% | +22.6% | +23.4% | +39.0% |
| 3Y | +55.0% | +127.1% | -72.1% | +29.3% |
| 5Y | +246.3% | +71.8% | +174.5% | +200.4% |
| 10Y | +181.0% | +287.2% | -106.2% | +106.9% |
| All | +4,261.5% | +2,855.6% | +1,405.9% | +2,085.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling