+50.0%
EXPE vs FITB
+36.9%
+13.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +1.5% | +9.1% | +9.8% |
| 7D | +14.6% | +2.3% | +12.3% | +13.5% |
| 30D | +21.4% | +7.7% | +13.7% | +17.2% |
| 3M | +1.4% | -4.5% | +5.9% | +3.2% |
| 6M | +28.6% | +12.5% | +16.1% | +21.3% |
| YTD | +12.1% | +19.8% | -7.6% | -2.6% |
| 1Y | +50.0% | +34.1% | +15.9% | +9.0% |
| All | +50.0% | +36.9% | +13.1% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling