+282.0%
FITB vs XHB
+210.4%
+71.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.8% | +2.3% |
| 7D | -1.0% | -5.2% | +4.3% | +3.2% |
| 30D | -5.5% | -12.1% | +6.6% | +4.4% |
| 3M | +4.1% | -6.2% | +10.3% | +8.3% |
| 6M | +18.7% | -6.7% | +25.4% | +23.1% |
| YTD | +18.2% | -5.5% | +23.6% | +20.4% |
| 1Y | +23.7% | -15.6% | +39.3% | +37.9% |
| 3Y | +130.8% | +22.0% | +108.8% | +79.5% |
| 5Y | +69.8% | +31.8% | +37.9% | +19.8% |
| All | +282.0% | +210.4% | +71.6% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling