+164.2%
XLB vs FITB
+231.2%
-67.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | +0.5% | +0.5% | 0.0% | +0.3% |
| 30D | +6.9% | +7.0% | -0.1% | +4.2% |
| 3M | -0.2% | -4.4% | +4.2% | +1.4% |
| 6M | +3.3% | +11.6% | -8.3% | -1.3% |
| YTD | +18.0% | +18.6% | -0.6% | +9.5% |
| 1Y | +24.2% | +29.8% | -5.6% | +11.2% |
| 3Y | +44.7% | +140.7% | -96.0% | -0.1% |
| 5Y | +31.6% | +48.6% | -17.0% | +6.4% |
| 10Y | +164.2% | +224.4% | -60.2% | +49.0% |
| All | +164.2% | +231.2% | -67.0% | +49.0% |
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