+32.9%
XLV vs FITB
+36.9%
-4.0%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.6% | +2.8% |
| 7D | +5.5% | +2.3% | +3.2% | +5.1% |
| 30D | +13.3% | +7.7% | +5.6% | +11.7% |
| 3M | +17.4% | -4.5% | +21.9% | +18.3% |
| 6M | +32.1% | +12.5% | +19.6% | +28.5% |
| YTD | +24.0% | +19.8% | +4.3% | +16.9% |
| 1Y | +32.9% | +34.1% | -1.3% | +21.2% |
| All | +32.9% | +36.9% | -4.0% | +21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling