+508.9%
XLP vs FITB
+153.3%
+355.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -1.0% | +0.6% | -1.6% | -1.1% |
| 30D | -0.9% | -4.7% | +3.9% | -0.3% |
| 3M | +3.8% | +6.7% | -2.9% | +2.9% |
| 6M | -1.7% | +12.6% | -14.3% | -3.3% |
| YTD | +10.3% | +19.1% | -8.9% | +7.6% |
| 1Y | +7.8% | +22.6% | -14.8% | +4.7% |
| 3Y | +27.2% | +127.1% | -99.9% | +13.5% |
| 5Y | +32.5% | +71.8% | -39.3% | +20.9% |
| 10Y | +101.8% | +287.2% | -185.4% | +60.7% |
| All | +508.9% | +153.3% | +355.7% | +349.5% |
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