+649.7%
XLU vs FITB
+151.6%
+498.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.5% | +0.9% |
| 7D | +2.1% | +2.8% | -0.7% | +1.7% |
| 30D | -0.4% | -4.5% | +4.2% | +0.2% |
| 3M | +0.5% | +5.7% | -5.2% | -0.3% |
| 6M | -5.8% | +17.1% | -22.9% | -7.8% |
| YTD | +3.1% | +18.3% | -15.2% | +0.7% |
| 1Y | +8.1% | +23.9% | -15.8% | +4.8% |
| 3Y | +50.5% | +131.1% | -80.6% | +33.9% |
| 5Y | +44.7% | +71.1% | -26.4% | +31.8% |
| 10Y | +136.8% | +283.9% | -147.0% | +88.3% |
| All | +649.7% | +151.6% | +498.1% | +472.6% |
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