+53.3%
XLE vs FITB
+23.3%
+29.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.1% |
| 7D | 0.0% | +2.8% | -2.8% | 0.0% |
| 30D | +12.6% | -4.5% | +17.2% | +12.7% |
| 3M | +11.8% | +5.7% | +6.2% | +11.5% |
| 6M | +16.1% | +17.1% | -1.0% | +15.1% |
| YTD | +46.9% | +18.3% | +28.5% | +43.7% |
| 1Y | +53.3% | +23.9% | +29.4% | +48.1% |
| All | +53.3% | +23.3% | +29.9% | +48.1% |
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