+139.9%
XLC vs FITB
+143.7%
-3.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -1.4% | -0.4% | -1.0% | -1.3% |
| 30D | -0.9% | -5.1% | +4.3% | +0.6% |
| 3M | -0.3% | +3.5% | -3.9% | -1.4% |
| 6M | -5.2% | +17.2% | -22.4% | -9.7% |
| YTD | -5.3% | +17.6% | -22.9% | -10.3% |
| 1Y | -2.8% | +23.4% | -26.2% | -9.4% |
| 3Y | +71.2% | +129.7% | -58.5% | +30.6% |
| 5Y | +37.6% | +68.4% | -30.8% | +13.0% |
| All | +139.9% | +143.7% | -3.8% | +59.7% |
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 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