+164.7%
XLB vs FITB
+208.7%
-44.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.9% |
| 7D | 0.0% | +0.8% | -0.8% | -0.3% |
| 30D | +5.3% | +7.3% | -2.1% | +2.4% |
| 3M | 0.0% | -6.3% | +6.3% | +2.4% |
| 6M | +1.2% | +12.6% | -11.3% | -3.6% |
| YTD | +16.9% | +18.0% | -1.1% | +8.7% |
| 1Y | +20.9% | +28.9% | -8.0% | +8.5% |
| 3Y | +43.3% | +139.4% | -96.1% | -1.0% |
| 5Y | +28.3% | +47.2% | -18.9% | +4.0% |
| All | +164.7% | +208.7% | -44.0% | +48.2% |
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