+129.0%
FITB vs XHB
+24.0%
+104.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | +0.3% |
| 7D | -0.4% | -1.9% | +1.5% | +0.7% |
| 30D | -5.1% | -8.3% | +3.2% | -0.5% |
| 3M | +3.5% | -7.1% | +10.7% | +7.2% |
| 6M | +17.2% | -5.3% | +22.5% | +19.5% |
| YTD | +17.6% | -3.2% | +20.8% | +17.8% |
| 1Y | +23.4% | -13.9% | +37.2% | +32.6% |
| All | +129.0% | +24.0% | +104.9% | +68.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling