+82.5%
XOP vs FITB
+179.1%
-96.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | +2.6% | +0.6% | +2.0% | +2.3% |
| 30D | +15.4% | -4.7% | +20.2% | +17.1% |
| 3M | +12.1% | +6.7% | +5.4% | +9.5% |
| 6M | +19.7% | +12.6% | +7.1% | +14.2% |
| YTD | +52.4% | +19.1% | +33.3% | +42.5% |
| 1Y | +47.6% | +22.6% | +24.9% | +36.5% |
| 3Y | +34.4% | +127.1% | -92.8% | +1.8% |
| 5Y | +154.4% | +71.8% | +82.6% | +107.5% |
| 10Y | +54.7% | +287.2% | -232.5% | +2.4% |
| All | +82.5% | +179.1% | -96.6% | +16.9% |
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 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