+178.9%
FITB vs XRT
+552.1%
-373.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.7% | -1.2% | -1.2% |
| 7D | -1.1% | +2.5% | -3.6% | -3.8% |
| 30D | +7.3% | +10.3% | -3.0% | -3.1% |
| 3M | -4.0% | +2.4% | -6.4% | -7.1% |
| 6M | +11.9% | +10.0% | +1.9% | +0.2% |
| YTD | +19.0% | +9.5% | +9.4% | +6.9% |
| 1Y | +31.0% | +17.2% | +13.9% | +9.9% |
| 3Y | +143.8% | +62.0% | +81.8% | +42.9% |
| 5Y | +48.9% | -2.1% | +51.0% | +39.2% |
| 10Y | +236.6% | +152.6% | +84.1% | -5.8% |
| All | +178.9% | +552.1% | -373.2% | -78.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling