+816.1%
XLB vs FITB
+146.9%
+669.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.5% |
| 7D | -1.5% | -1.5% | 0.0% | -1.1% |
| 30D | +6.1% | +5.8% | +0.2% | +4.7% |
| 3M | 0.0% | -6.1% | +6.1% | +1.5% |
| 6M | 0.0% | +5.9% | -6.0% | -1.6% |
| YTD | +16.0% | +16.1% | -0.1% | +11.5% |
| 1Y | +24.7% | +28.8% | -4.1% | +17.0% |
| 3Y | +40.4% | +126.0% | -85.7% | +14.5% |
| 5Y | +30.7% | +45.3% | -14.6% | +16.2% |
| 10Y | +173.3% | +255.4% | -82.1% | +91.7% |
| All | +816.1% | +146.9% | +669.2% | +509.1% |
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