+77.6%
XOP vs FITB
+179.5%
-101.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.6% |
| 7D | +6.3% | +2.8% | +3.6% | +5.4% |
| 30D | -6.6% | +9.8% | -16.4% | -9.4% |
| 3M | +3.6% | -5.2% | +8.7% | +5.0% |
| 6M | +10.8% | +17.3% | -6.6% | +4.7% |
| YTD | +48.3% | +19.3% | +29.0% | +38.3% |
| 1Y | +42.9% | +32.7% | +10.2% | +28.9% |
| 3Y | +43.3% | +141.6% | -98.3% | +6.6% |
| 5Y | +94.0% | +48.9% | +45.1% | +64.5% |
| 10Y | +53.7% | +216.5% | -162.8% | +6.4% |
| All | +77.6% | +179.5% | -101.9% | +13.4% |
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