+552.8%
XLP vs FITB
+146.9%
+405.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.2% |
| 7D | +0.7% | -1.5% | +2.3% | +0.9% |
| 30D | +10.3% | +5.8% | +4.4% | +9.5% |
| 3M | +6.5% | -6.1% | +12.6% | +7.3% |
| 6M | +8.4% | +5.9% | +2.4% | +7.5% |
| YTD | +18.2% | +16.1% | +2.1% | +15.7% |
| 1Y | +22.4% | +28.8% | -6.4% | +18.3% |
| 3Y | +41.9% | +126.0% | -84.1% | +26.8% |
| 5Y | +40.9% | +45.3% | -4.4% | +31.2% |
| 10Y | +128.4% | +255.4% | -127.0% | +83.7% |
| All | +552.8% | +146.9% | +405.9% | +383.3% |
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 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