+224.4%
FITB vs XRT
+147.6%
+76.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | +0.5% | +4.1% | -3.6% | -2.8% |
| 30D | +7.0% | +9.9% | -2.9% | -0.9% |
| 3M | -4.4% | +2.3% | -6.6% | -6.6% |
| 6M | +11.6% | +9.6% | +2.0% | +2.8% |
| YTD | +18.6% | +9.1% | +9.5% | +9.7% |
| 1Y | +29.8% | +16.2% | +13.6% | +14.2% |
| 3Y | +140.7% | +60.1% | +80.6% | +62.0% |
| 5Y | +48.6% | -0.5% | +49.1% | +43.1% |
| 10Y | +224.4% | +145.1% | +79.3% | +11.0% |
| All | +224.4% | +147.6% | +76.8% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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