+33.5%
EXC vs FITB
+144.0%
-110.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.2% | +1.3% |
| 7D | +1.4% | +2.8% | -1.4% | +1.2% |
| 30D | +8.6% | +9.8% | -1.2% | +8.0% |
| 3M | +2.4% | -5.2% | +7.5% | +2.6% |
| 6M | +6.5% | +17.3% | -10.9% | +5.7% |
| YTD | +9.0% | +19.3% | -10.3% | +7.8% |
| 1Y | +4.6% | +32.7% | -28.1% | +2.6% |
| 3Y | +33.5% | +141.6% | -108.1% | +21.2% |
| All | +33.5% | +144.0% | -110.5% | +21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling