+1,455.3%
XLK vs FITB
+151.3%
+1,304.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.9% | -1.5% |
| 7D | -0.4% | -1.0% | +0.6% | -0.2% |
| 30D | -0.5% | -5.5% | +5.0% | +0.7% |
| 3M | +5.0% | +4.1% | +0.9% | +3.9% |
| 6M | +32.9% | +18.7% | +14.1% | +27.7% |
| YTD | +29.0% | +18.2% | +10.8% | +23.8% |
| 1Y | +37.8% | +23.7% | +14.2% | +30.8% |
| 3Y | +118.7% | +130.8% | -12.1% | +80.2% |
| 5Y | +145.6% | +69.8% | +75.8% | +113.3% |
| 10Y | +791.5% | +287.4% | +504.1% | +523.1% |
| All | +1,455.3% | +151.3% | +1,304.0% | +981.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling