+788.5%
XLK vs FITB
+290.8%
+497.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | +0.2% | -0.3% | +0.5% | +0.3% |
| 30D | -0.6% | -5.7% | +5.0% | +1.2% |
| 3M | +2.6% | +3.2% | -0.6% | +1.3% |
| 6M | +34.0% | +23.4% | +10.6% | +24.7% |
| YTD | +30.7% | +18.8% | +11.9% | +22.7% |
| 1Y | +39.2% | +25.0% | +14.2% | +28.2% |
| 3Y | +120.4% | +131.2% | -10.8% | +64.5% |
| 5Y | +148.8% | +70.7% | +78.1% | +100.6% |
| All | +788.5% | +290.8% | +497.7% | +440.4% |
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