+183.8%
EXC vs FITB
+247.7%
-63.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.5% |
| 7D | -1.7% | -1.1% | -0.6% | -1.5% |
| 30D | +9.3% | +7.3% | +2.0% | +7.5% |
| 3M | +1.0% | -4.0% | +5.0% | +1.9% |
| 6M | +5.9% | +11.9% | -6.0% | +2.9% |
| YTD | +7.6% | +19.0% | -11.4% | +2.4% |
| 1Y | +2.4% | +31.0% | -28.6% | -5.0% |
| 3Y | +30.2% | +143.8% | -113.5% | +0.1% |
| 5Y | +41.4% | +48.9% | -7.5% | +20.8% |
| 10Y | +183.8% | +236.6% | -52.9% | +81.0% |
| All | +183.8% | +247.7% | -63.9% | +81.0% |
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