+71.1%
FITB vs XRT
-1.7%
+72.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.9% |
| 7D | +2.8% | -0.3% | +3.1% | +3.0% |
| 30D | -4.5% | -5.6% | +1.1% | -0.7% |
| 3M | +5.7% | +2.5% | +3.1% | +3.3% |
| 6M | +17.1% | +3.7% | +13.4% | +13.5% |
| YTD | +18.3% | +1.0% | +17.4% | +17.0% |
| 1Y | +23.9% | -1.2% | +25.1% | +24.2% |
| 3Y | +131.1% | +43.4% | +87.7% | +76.6% |
| 5Y | +71.1% | -0.7% | +71.8% | +61.0% |
| All | +71.1% | -1.7% | +72.8% | +61.0% |
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