+35.9%
XOP vs FITB
+133.7%
-97.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.3% | +1.9% |
| 7D | +0.6% | +2.8% | -2.2% | -0.3% |
| 30D | +16.5% | -4.5% | +21.1% | +18.3% |
| 3M | +15.7% | +5.7% | +10.1% | +12.9% |
| 6M | +19.2% | +17.1% | +2.1% | +10.9% |
| YTD | +55.0% | +18.3% | +36.6% | +42.5% |
| 1Y | +54.2% | +23.9% | +30.3% | +38.3% |
| 3Y | +35.9% | +131.1% | -95.2% | -2.9% |
| All | +35.9% | +133.7% | -97.8% | -2.9% |
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