+183.4%
FITB vs XHB
+173.9%
+9.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.1% | -1.0% |
| 7D | +0.6% | -1.3% | +1.9% | +1.8% |
| 30D | -4.7% | -6.9% | +2.1% | +1.1% |
| 3M | +6.7% | -1.3% | +7.9% | +6.4% |
| 6M | +12.6% | -6.8% | +19.3% | +17.3% |
| YTD | +19.1% | +0.7% | +18.4% | +15.0% |
| 1Y | +22.6% | -11.2% | +33.9% | +31.9% |
| 3Y | +127.1% | +25.3% | +101.8% | +70.3% |
| 5Y | +71.8% | +37.3% | +34.5% | +14.1% |
| 10Y | +287.2% | +211.5% | +75.7% | +17.0% |
| All | +183.4% | +173.9% | +9.5% | -45.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling