+43.6%
XLE vs FITB
+29.0%
+14.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | -12.0% | -1.5% | -10.5% | -12.0% |
| 30D | -2.7% | +5.8% | -8.6% | -2.7% |
| 3M | +6.6% | -6.1% | +12.7% | +6.5% |
| 6M | +9.5% | +5.9% | +3.6% | +9.7% |
| YTD | +40.6% | +16.1% | +24.5% | +37.9% |
| 1Y | +43.6% | +28.8% | +14.8% | +35.9% |
| All | +43.6% | +29.0% | +14.6% | +35.9% |
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 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