+215.2%
XLY vs FITB
+290.8%
-75.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | -1.7% | -0.3% | -1.4% | -1.6% |
| 30D | -4.2% | -5.7% | +1.5% | -2.3% |
| 3M | -2.7% | +3.2% | -5.8% | -3.9% |
| 6M | -0.6% | +23.4% | -24.0% | -8.1% |
| YTD | -5.0% | +18.8% | -23.8% | -11.3% |
| 1Y | -4.1% | +25.0% | -29.1% | -12.2% |
| 3Y | +33.6% | +131.2% | -97.6% | -2.5% |
| 5Y | +28.7% | +70.7% | -42.0% | +2.4% |
| All | +215.2% | +290.8% | -75.6% | +80.4% |
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