+86.6%
XOP vs FITB
+48.3%
+38.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -8.4% | +0.5% | -8.8% | -8.6% |
| 30D | -8.4% | +7.0% | -15.4% | -11.1% |
| 3M | +0.2% | -4.4% | +4.5% | +1.7% |
| 6M | +7.2% | +11.6% | -4.3% | +1.3% |
| YTD | +40.8% | +18.6% | +22.2% | +27.8% |
| 1Y | +36.3% | +29.8% | +6.5% | +18.3% |
| 3Y | +37.2% | +140.7% | -103.5% | -12.0% |
| 5Y | +86.6% | +48.6% | +38.0% | +32.3% |
| All | +86.6% | +48.3% | +38.3% | +32.3% |
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