+926.8%
XBI vs FITB
+179.4%
+747.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | -3.6% | -0.4% | -3.2% | -3.5% |
| 30D | +0.9% | -5.1% | +6.0% | +1.9% |
| 3M | +21.4% | +3.5% | +17.9% | +20.4% |
| 6M | +25.5% | +17.2% | +8.3% | +21.3% |
| YTD | +30.8% | +17.6% | +13.2% | +26.1% |
| 1Y | +68.6% | +23.4% | +45.2% | +60.6% |
| 3Y | +103.9% | +129.7% | -25.8% | +71.1% |
| 5Y | +20.8% | +68.4% | -47.7% | +6.5% |
| 10Y | +164.0% | +285.6% | -121.7% | +93.1% |
| All | +926.8% | +179.4% | +747.4% | +674.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling