+72.3%
XLC vs FITB
+133.7%
-61.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +0.6% | +2.8% | -2.3% | -0.1% |
| 30D | +0.2% | -4.5% | +4.8% | +1.4% |
| 3M | +0.6% | +5.7% | -5.0% | -0.8% |
| 6M | -4.5% | +17.1% | -21.6% | -8.5% |
| YTD | -4.7% | +18.3% | -23.1% | -9.4% |
| 1Y | -1.7% | +23.9% | -25.5% | -7.9% |
| 3Y | +72.3% | +131.1% | -58.8% | +40.5% |
| All | +72.3% | +133.7% | -61.4% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling