+149.9%
XLE vs FITB
+44.6%
+105.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | -12.0% | -1.5% | -10.5% | -11.6% |
| 30D | -2.7% | +5.8% | -8.6% | -4.6% |
| 3M | +6.6% | -6.1% | +12.7% | +8.4% |
| 6M | +9.5% | +5.9% | +3.6% | +6.8% |
| YTD | +40.6% | +16.1% | +24.5% | +31.8% |
| 1Y | +43.6% | +28.8% | +14.8% | +29.7% |
| 3Y | +58.1% | +126.0% | -67.9% | +16.2% |
| All | +149.9% | +44.6% | +105.3% | +94.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling