+149.7%
XBI vs FITB
+290.8%
-141.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | -4.6% | -0.3% | -4.4% | -4.6% |
| 30D | -2.0% | -5.7% | +3.7% | -0.1% |
| 3M | +17.8% | +3.2% | +14.6% | +16.1% |
| 6M | +23.7% | +23.4% | +0.3% | +14.2% |
| YTD | +28.2% | +18.8% | +9.4% | +19.3% |
| 1Y | +64.0% | +25.0% | +39.0% | +49.4% |
| 3Y | +99.4% | +131.2% | -31.8% | +43.9% |
| 5Y | +19.3% | +70.7% | -51.3% | -6.3% |
| All | +149.7% | +290.8% | -141.1% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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