+158.0%
EXPE vs FITB
+282.4%
-124.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | -11.5% | -0.4% | -11.1% | -11.3% |
| 30D | -13.1% | -5.1% | -7.9% | -10.4% |
| 3M | +18.1% | +3.5% | +14.6% | +15.5% |
| 6M | +13.3% | +17.2% | -4.0% | +2.6% |
| YTD | -3.2% | +17.6% | -20.9% | -13.1% |
| 1Y | +26.1% | +23.4% | +2.8% | +10.2% |
| 3Y | +151.7% | +129.7% | +22.0% | +50.8% |
| 5Y | +88.3% | +68.4% | +19.9% | +32.4% |
| 10Y | +158.0% | +285.6% | -127.6% | +19.7% |
| All | +158.0% | +282.4% | -124.4% | +19.7% |
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