+151.5%
EXC vs FITB
+285.0%
-133.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | +1.2% | +2.8% | -1.6% | +0.6% |
| 30D | -2.7% | -4.5% | +1.8% | -1.7% |
| 3M | -1.0% | +5.7% | -6.6% | -2.4% |
| 6M | -9.3% | +17.1% | -26.4% | -12.9% |
| YTD | +3.6% | +18.3% | -14.7% | -1.2% |
| 1Y | +5.9% | +23.9% | -18.0% | -0.4% |
| 3Y | +21.3% | +131.1% | -109.8% | -5.3% |
| 5Y | +46.2% | +71.1% | -24.9% | +19.7% |
| 10Y | +151.5% | +283.9% | -132.4% | +53.5% |
| All | +151.5% | +285.0% | -133.5% | +53.5% |
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 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