+134.0%
XLC vs FITB
+145.7%
-11.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +6.2% | +0.5% | +5.7% | +6.1% |
| 30D | -2.4% | +7.0% | -9.4% | -4.3% |
| 3M | -3.3% | -4.4% | +1.0% | -2.2% |
| 6M | -7.3% | +11.6% | -18.9% | -10.5% |
| YTD | -7.6% | +18.6% | -26.2% | -12.8% |
| 1Y | -3.7% | +29.8% | -33.5% | -11.6% |
| 3Y | +62.9% | +140.7% | -77.8% | +22.9% |
| 5Y | +41.6% | +48.6% | -7.0% | +20.4% |
| All | +134.0% | +145.7% | -11.8% | +55.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling