+128.8%
XLP vs FITB
+247.7%
-118.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | +0.5% |
| 7D | +0.1% | -1.1% | +1.2% | +0.3% |
| 30D | +8.9% | +7.3% | +1.6% | +7.7% |
| 3M | +7.5% | -4.0% | +11.5% | +8.1% |
| 6M | +9.4% | +11.9% | -2.5% | +7.2% |
| YTD | +19.3% | +19.0% | +0.3% | +15.3% |
| 1Y | +21.7% | +31.0% | -9.3% | +15.8% |
| 3Y | +44.0% | +143.8% | -99.8% | +21.5% |
| 5Y | +42.8% | +48.9% | -6.1% | +29.0% |
| 10Y | +128.8% | +236.6% | -107.8% | +81.3% |
| All | +128.8% | +247.7% | -118.9% | +81.3% |
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 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