+54.6%
XLE vs FITB
+128.4%
-73.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +2.2% | +0.6% | +1.6% | +2.0% |
| 30D | +11.8% | -4.7% | +16.5% | +13.2% |
| 3M | +9.8% | +6.7% | +3.1% | +7.5% |
| 6M | +15.6% | +12.6% | +3.0% | +11.0% |
| YTD | +45.3% | +19.1% | +26.1% | +36.1% |
| 1Y | +48.3% | +22.6% | +25.7% | +37.2% |
| All | +54.6% | +128.4% | -73.8% | +20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling