+173.9%
XLE vs FITB
+226.2%
-52.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.7% |
| 7D | -0.2% | -0.6% | +0.3% | +0.1% |
| 30D | -4.0% | +7.0% | -11.0% | -7.4% |
| 3M | +4.6% | -4.8% | +9.4% | +6.7% |
| 6M | +12.3% | +13.5% | -1.2% | +4.2% |
| YTD | +44.5% | +19.1% | +25.5% | +29.2% |
| 1Y | +42.4% | +30.8% | +11.7% | +21.1% |
| 3Y | +67.0% | +141.6% | -74.6% | -0.5% |
| 5Y | +161.9% | +48.3% | +113.6% | +91.9% |
| 10Y | +173.9% | +215.9% | -42.1% | +17.7% |
| All | +173.9% | +226.2% | -52.3% | +17.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling