+170.7%
XLE vs FITB
+285.0%
-114.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.4% |
| 7D | 0.0% | +2.8% | -2.8% | -1.4% |
| 30D | +12.6% | -4.5% | +17.2% | +15.1% |
| 3M | +11.8% | +5.7% | +6.2% | +8.3% |
| 6M | +16.1% | +17.1% | -1.0% | +5.7% |
| YTD | +46.9% | +18.3% | +28.5% | +32.2% |
| 1Y | +53.3% | +23.9% | +29.4% | +34.1% |
| 3Y | +54.9% | +131.1% | -76.2% | -5.6% |
| 5Y | +225.7% | +71.1% | +154.6% | +119.8% |
| 10Y | +170.7% | +283.9% | -113.2% | +11.2% |
| All | +170.7% | +285.0% | -114.4% | +11.2% |
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