+29.0%
XLB vs FITB
+44.6%
-15.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.4% |
| 7D | -1.5% | -1.5% | 0.0% | -0.9% |
| 30D | +6.1% | +5.8% | +0.2% | +3.9% |
| 3M | 0.0% | -6.1% | +6.1% | +2.3% |
| 6M | 0.0% | +5.9% | -6.0% | -2.5% |
| YTD | +16.0% | +16.1% | -0.1% | +8.7% |
| 1Y | +24.7% | +28.8% | -4.1% | +12.3% |
| 3Y | +40.4% | +126.0% | -85.7% | +0.1% |
| All | +29.0% | +44.6% | -15.6% | +6.7% |
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