+730.4%
EXPE vs FITB
+150.3%
+580.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.8% |
| 7D | -13.3% | -1.1% | -12.2% | -12.9% |
| 30D | -5.5% | +7.3% | -12.8% | -7.4% |
| 3M | -16.5% | -4.0% | -12.5% | -15.2% |
| 6M | +13.1% | +11.9% | +1.2% | +9.2% |
| YTD | -8.0% | +19.0% | -27.0% | -13.2% |
| 1Y | +1.1% | +31.0% | -29.9% | -7.3% |
| 3Y | +131.2% | +143.8% | -12.6% | +74.4% |
| 5Y | +39.8% | +48.9% | -9.1% | +22.4% |
| 10Y | +118.5% | +236.6% | -118.2% | +48.5% |
| All | +730.4% | +150.3% | +580.1% | +344.9% |
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