+820.5%
XLB vs FITB
+153.3%
+667.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.2% | -0.3% |
| 7D | -1.4% | +0.6% | -2.0% | -1.5% |
| 30D | -0.4% | -4.7% | +4.4% | +0.7% |
| 3M | +2.0% | +6.7% | -4.7% | +0.3% |
| 6M | +1.8% | +12.6% | -10.7% | -1.2% |
| YTD | +16.6% | +19.1% | -2.5% | +11.4% |
| 1Y | +16.9% | +22.6% | -5.7% | +10.9% |
| 3Y | +32.6% | +127.1% | -94.6% | +7.8% |
| 5Y | +35.6% | +71.8% | -36.2% | +16.1% |
| 10Y | +160.0% | +287.2% | -127.2% | +79.1% |
| All | +820.5% | +153.3% | +667.2% | +508.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling