+179.2%
FITB vs XRT
+514.3%
-335.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -1.2% |
| 7D | +0.6% | +0.8% | -0.2% | -0.2% |
| 30D | -4.7% | -4.2% | -0.6% | -0.9% |
| 3M | +6.7% | +5.1% | +1.6% | +0.7% |
| 6M | +12.6% | +2.4% | +10.1% | +8.9% |
| YTD | +19.1% | +3.2% | +15.9% | +14.3% |
| 1Y | +22.6% | +1.5% | +21.1% | +19.1% |
| 3Y | +127.1% | +40.6% | +86.6% | +54.9% |
| 5Y | +71.8% | -1.0% | +72.8% | +58.2% |
| 10Y | +287.2% | +128.4% | +158.8% | +21.5% |
| All | +179.2% | +514.3% | -335.1% | -77.2% |
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