+135.9%
XLU vs FITB
+290.8%
-154.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -1.6% | -0.3% | -1.3% | -1.6% |
| 30D | -3.3% | -5.7% | +2.4% | -2.2% |
| 3M | -3.2% | +3.2% | -6.3% | -3.8% |
| 6M | -7.0% | +23.4% | -30.4% | -10.9% |
| YTD | +0.6% | +18.8% | -18.2% | -3.2% |
| 1Y | +2.4% | +25.0% | -22.5% | -2.6% |
| 3Y | +46.3% | +131.2% | -84.9% | +21.3% |
| 5Y | +44.0% | +70.7% | -26.7% | +23.9% |
| All | +135.9% | +290.8% | -154.9% | +68.5% |
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