+2,451.3%
EXC vs FITB
+2,780.8%
-329.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.8% |
| 7D | -1.2% | -1.5% | +0.4% | -0.9% |
| 30D | +10.0% | +5.8% | +4.1% | +9.0% |
| 3M | +1.6% | -6.1% | +7.7% | +2.5% |
| 6M | +3.3% | +5.9% | -2.7% | +2.2% |
| YTD | +7.6% | +16.1% | -8.5% | +4.7% |
| 1Y | +3.5% | +28.8% | -25.4% | -0.9% |
| 3Y | +27.7% | +126.0% | -98.4% | +10.9% |
| 5Y | +41.1% | +45.3% | -4.2% | +29.0% |
| 10Y | +178.2% | +255.4% | -77.2% | +114.3% |
| All | +2,451.3% | +2,780.8% | -329.5% | +987.9% |
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