+19.8%
XBI vs FITB
+68.4%
-48.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.8% |
| 7D | -4.6% | -1.0% | -3.6% | -4.2% |
| 30D | -0.8% | -5.5% | +4.7% | +1.3% |
| 3M | +21.8% | +4.1% | +17.7% | +19.3% |
| 6M | +23.2% | +18.7% | +4.5% | +14.1% |
| YTD | +28.7% | +18.2% | +10.6% | +18.7% |
| 1Y | +67.8% | +23.7% | +44.1% | +51.2% |
| 3Y | +100.6% | +130.8% | -30.1% | +36.9% |
| 5Y | +19.8% | +69.8% | -50.0% | -8.4% |
| All | +19.8% | +68.4% | -48.6% | -8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling