+1,101.4%
XLY vs FITB
+150.1%
+951.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.8% | -1.2% |
| 7D | -2.1% | -0.4% | -1.7% | -2.0% |
| 30D | -6.0% | -5.1% | -0.9% | -4.9% |
| 3M | -2.7% | +3.5% | -6.3% | -3.7% |
| 6M | -1.5% | +17.2% | -18.7% | -5.4% |
| YTD | -5.4% | +17.6% | -23.1% | -9.4% |
| 1Y | -3.8% | +23.4% | -27.2% | -9.1% |
| 3Y | +36.6% | +129.7% | -93.2% | +10.7% |
| 5Y | +27.4% | +68.4% | -41.1% | +9.7% |
| 10Y | +218.2% | +285.6% | -67.4% | +115.8% |
| All | +1,101.4% | +150.1% | +951.2% | +655.1% |
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