+49.9%
XLE vs FITB
+36.9%
+13.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.5% | -6.2% | -4.7% |
| 7D | -7.2% | +2.3% | -9.5% | -7.1% |
| 30D | +0.1% | +7.7% | -7.6% | +0.3% |
| 3M | +9.2% | -4.5% | +13.7% | +9.1% |
| 6M | +8.4% | +12.5% | -4.1% | +8.6% |
| YTD | +44.9% | +19.8% | +25.1% | +42.3% |
| 1Y | +49.9% | +34.1% | +15.7% | +41.7% |
| All | +49.9% | +36.9% | +13.0% | +41.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling