+226.1%
XLI vs FITB
+212.2%
+13.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.8% |
| 7D | +3.8% | +2.8% | +1.0% | +2.7% |
| 30D | +1.0% | +9.8% | -8.7% | -2.7% |
| 3M | -8.9% | -5.2% | -3.8% | -7.1% |
| 6M | -2.3% | +17.3% | -19.6% | -8.7% |
| YTD | +9.7% | +19.3% | -9.6% | +1.4% |
| 1Y | +12.3% | +32.7% | -20.4% | -0.6% |
| 3Y | +71.5% | +141.6% | -70.1% | +17.2% |
| 5Y | +70.2% | +48.9% | +21.3% | +36.7% |
| All | +226.1% | +212.2% | +13.9% | +78.4% |
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