+21.4%
XLB vs FITB
+30.8%
-9.3%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.6% |
| 7D | +0.5% | +2.8% | -2.2% | -0.4% |
| 30D | +5.2% | +9.8% | -4.6% | +2.2% |
| 3M | +0.3% | -5.2% | +5.5% | +1.8% |
| 6M | +1.2% | +17.3% | -16.2% | -3.8% |
| YTD | +16.6% | +19.3% | -2.6% | +7.4% |
| 1Y | +21.4% | +32.7% | -11.3% | +5.9% |
| All | +21.4% | +30.8% | -9.3% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling