+200.1%
EXC vs FITB
+226.2%
-26.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -1.4% | -0.6% | -0.8% | -1.2% |
| 30D | +8.3% | +7.0% | +1.2% | +6.5% |
| 3M | +2.6% | -4.8% | +7.4% | +3.7% |
| 6M | +5.2% | +13.5% | -8.4% | +1.8% |
| YTD | +7.5% | +19.1% | -11.5% | +2.2% |
| 1Y | +3.2% | +30.8% | -27.6% | -4.3% |
| 3Y | +29.5% | +141.6% | -112.1% | -0.5% |
| 5Y | +39.7% | +48.3% | -8.6% | +19.4% |
| 10Y | +200.1% | +215.9% | -15.9% | +79.8% |
| All | +200.1% | +226.2% | -26.1% | +79.8% |
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