+1,024.7%
XLE vs FITB
+153.3%
+871.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.1% |
| 3M | +9.8% | +6.7% | +3.1% | +7.8% |
| 6M | +15.6% | +12.6% | +3.0% | +11.4% |
| YTD | +45.3% | +19.1% | +26.1% | +37.6% |
| 1Y | +48.3% | +22.6% | +25.7% | +39.2% |
| 3Y | +55.4% | +127.1% | -71.7% | +23.3% |
| 5Y | +216.1% | +71.8% | +144.3% | +164.6% |
| 10Y | +178.4% | +287.2% | -108.8% | +91.1% |
| All | +1,024.7% | +153.3% | +871.4% | +596.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling