+37.2%
XOP vs FITB
+142.3%
-105.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -8.4% | +0.5% | -8.8% | -8.5% |
| 30D | -8.4% | +7.0% | -15.4% | -10.6% |
| 3M | +0.2% | -4.4% | +4.5% | +1.5% |
| 6M | +7.2% | +11.6% | -4.3% | +2.0% |
| YTD | +40.8% | +18.6% | +22.2% | +28.7% |
| 1Y | +36.3% | +29.8% | +6.5% | +18.8% |
| 3Y | +37.2% | +140.7% | -103.5% | -7.0% |
| All | +37.2% | +142.3% | -105.2% | -7.0% |
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 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