+65.0%
XLF vs FITB
+68.4%
-3.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.5% |
| 7D | -2.9% | -1.0% | -1.9% | -2.4% |
| 30D | -1.6% | -5.5% | +3.9% | +0.9% |
| 3M | +9.3% | +4.1% | +5.2% | +7.0% |
| 6M | +14.6% | +18.7% | -4.1% | +5.3% |
| YTD | +4.7% | +18.2% | -13.4% | -3.9% |
| 1Y | +8.6% | +23.7% | -15.0% | -2.7% |
| 3Y | +73.9% | +130.8% | -56.9% | +13.7% |
| 5Y | +65.0% | +69.8% | -4.7% | +23.8% |
| All | +65.0% | +68.4% | -3.3% | +23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling