+988.3%
XLE vs FITB
+146.9%
+841.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | -12.0% | -1.5% | -10.5% | -11.7% |
| 30D | -2.7% | +5.8% | -8.6% | -4.2% |
| 3M | +6.6% | -6.1% | +12.7% | +8.1% |
| 6M | +9.5% | +5.9% | +3.6% | +7.4% |
| YTD | +40.6% | +16.1% | +24.5% | +33.9% |
| 1Y | +43.6% | +28.8% | +14.8% | +33.1% |
| 3Y | +58.1% | +126.0% | -67.9% | +25.7% |
| 5Y | +152.2% | +45.3% | +106.9% | +119.8% |
| 10Y | +172.9% | +255.4% | -82.4% | +90.7% |
| All | +988.3% | +146.9% | +841.5% | +577.2% |
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