+48.9%
FITB vs XRT
-1.2%
+50.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.7% | -1.2% | -0.1% |
| 7D | -1.1% | +2.5% | -3.6% | -2.9% |
| 30D | +7.3% | +10.3% | -3.0% | -0.1% |
| 3M | -4.0% | +2.4% | -6.4% | -6.0% |
| 6M | +11.9% | +10.0% | +1.9% | +3.7% |
| YTD | +19.0% | +9.5% | +9.4% | +10.7% |
| 1Y | +31.0% | +17.2% | +13.9% | +16.1% |
| 3Y | +143.8% | +62.0% | +81.8% | +70.1% |
| 5Y | +48.9% | -2.1% | +51.0% | +41.0% |
| All | +48.9% | -1.2% | +50.1% | +41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling