+69.8%
XLI vs FITB
+128.2%
-58.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.3% |
| 7D | -0.6% | -0.4% | -0.2% | -0.4% |
| 30D | -6.9% | -5.1% | -1.8% | -5.2% |
| 3M | -1.9% | +3.5% | -5.5% | -3.3% |
| 6M | +1.0% | +17.2% | -16.2% | -4.9% |
| YTD | +11.3% | +17.6% | -6.3% | +4.2% |
| 1Y | +15.8% | +23.4% | -7.5% | +6.2% |
| All | +69.8% | +128.2% | -58.4% | +29.7% |
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 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