+139.5%
XLP vs FITB
+212.2%
-72.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.2% |
| 7D | +2.5% | +2.8% | -0.2% | +2.1% |
| 30D | +7.3% | +9.8% | -2.5% | +5.6% |
| 3M | +8.1% | -5.2% | +13.2% | +9.0% |
| 6M | +10.5% | +17.3% | -6.8% | +7.4% |
| YTD | +21.2% | +19.3% | +1.9% | +17.1% |
| 1Y | +22.7% | +32.7% | -10.0% | +16.4% |
| 3Y | +44.8% | +141.6% | -96.8% | +22.2% |
| 5Y | +44.7% | +48.9% | -4.1% | +30.7% |
| All | +139.5% | +212.2% | -72.7% | +83.9% |
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