+206.5%
FITB vs XHB
+237.3%
-30.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.5% |
| 7D | +2.8% | -0.2% | +3.0% | +2.9% |
| 30D | +9.8% | +9.9% | -0.2% | +1.4% |
| 3M | -5.2% | -6.3% | +1.1% | -0.9% |
| 6M | +17.3% | +3.8% | +13.5% | +11.5% |
| YTD | +19.3% | +0.1% | +19.2% | +15.5% |
| 1Y | +32.7% | -0.8% | +33.5% | +29.3% |
| 3Y | +141.6% | +35.6% | +106.0% | +71.4% |
| 5Y | +48.9% | +29.6% | +19.3% | +7.3% |
| All | +206.5% | +237.3% | -30.8% | -11.8% |
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