+36.5%
XLB vs FITB
+71.1%
-34.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.7% |
| 7D | -0.2% | +2.8% | -3.1% | -1.3% |
| 30D | -1.7% | -4.5% | +2.8% | -0.1% |
| 3M | +4.4% | +5.7% | -1.3% | +2.1% |
| 6M | +5.0% | +17.1% | -12.1% | -1.4% |
| YTD | +15.5% | +18.3% | -2.9% | +7.6% |
| 1Y | +14.9% | +23.9% | -9.0% | +4.9% |
| 3Y | +34.5% | +131.1% | -96.6% | -4.8% |
| 5Y | +36.5% | +71.1% | -34.5% | +5.3% |
| All | +36.5% | +71.1% | -34.6% | +5.3% |
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