+133.6%
XLC vs FITB
+144.4%
-10.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | -0.7% |
| 7D | +3.1% | +0.8% | +2.2% | +2.8% |
| 30D | -4.2% | +7.3% | -11.5% | -6.2% |
| 3M | -2.1% | -6.3% | +4.2% | -0.4% |
| 6M | -6.6% | +12.6% | -19.2% | -10.1% |
| YTD | -7.8% | +18.0% | -25.8% | -12.8% |
| 1Y | -4.1% | +28.9% | -33.0% | -11.7% |
| 3Y | +62.6% | +139.4% | -76.8% | +22.9% |
| 5Y | +39.6% | +47.2% | -7.6% | +19.0% |
| All | +133.6% | +144.4% | -10.9% | +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