+42.6%
XLP vs FITB
+48.3%
-5.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +2.3% | +0.5% | +1.9% | +2.3% |
| 30D | +9.1% | +7.0% | +2.1% | +8.0% |
| 3M | +7.9% | -4.4% | +12.2% | +8.5% |
| 6M | +9.6% | +11.6% | -1.9% | +7.7% |
| YTD | +19.4% | +18.6% | +0.8% | +16.0% |
| 1Y | +22.4% | +29.8% | -7.5% | +17.1% |
| 3Y | +43.2% | +140.7% | -97.5% | +22.4% |
| 5Y | +42.6% | +48.6% | -6.0% | +31.6% |
| All | +42.6% | +48.3% | -5.8% | +31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling