+891.0%
XLV vs FITB
+151.3%
+739.8%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | -4.4% | -1.0% | -3.4% | -4.2% |
| 30D | -1.4% | -5.5% | +4.1% | -0.6% |
| 3M | +8.9% | +4.1% | +4.7% | +8.1% |
| 6M | +9.1% | +18.7% | -9.6% | +6.2% |
| YTD | +7.9% | +18.2% | -10.2% | +5.0% |
| 1Y | +22.7% | +23.7% | -0.9% | +18.5% |
| 3Y | +31.9% | +130.8% | -98.9% | +15.3% |
| 5Y | +34.9% | +69.8% | -34.9% | +21.5% |
| 10Y | +173.9% | +287.4% | -113.5% | +111.4% |
| All | +891.0% | +151.3% | +739.8% | +654.8% |
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