+253.9%
XLI vs FITB
+290.8%
-36.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | +0.9% |
| 7D | -1.7% | -0.3% | -1.4% | -1.5% |
| 30D | -7.3% | -5.7% | -1.6% | -5.1% |
| 3M | -1.3% | +3.2% | -4.5% | -2.8% |
| 6M | +2.2% | +23.4% | -21.2% | -6.2% |
| YTD | +11.7% | +18.8% | -7.1% | +3.6% |
| 1Y | +14.3% | +25.0% | -10.7% | +3.5% |
| 3Y | +70.3% | +131.2% | -60.9% | +18.3% |
| 5Y | +82.3% | +70.7% | +11.6% | +38.2% |
| All | +253.9% | +290.8% | -36.9% | +80.2% |
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