-4.1%
XLY vs FITB
+24.3%
-28.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -2.7% |
| 3M | -2.7% | +3.2% | -5.8% | -3.6% |
| 6M | -0.6% | +23.4% | -24.0% | -6.7% |
| YTD | -5.0% | +18.8% | -23.8% | -10.6% |
| 1Y | -4.1% | +25.0% | -29.1% | -12.3% |
| All | -4.1% | +24.3% | -28.4% | -12.3% |
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