+105.3%
FITB vs EXE
+182.2%
-76.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.1% |
| 7D | -0.3% | -3.1% | +2.9% | +0.6% |
| 30D | -5.7% | -0.9% | -4.8% | -5.5% |
| 3M | +3.2% | +9.6% | -6.4% | +0.2% |
| 6M | +23.4% | -11.6% | +35.0% | +26.9% |
| YTD | +18.8% | -12.6% | +31.3% | +22.0% |
| 1Y | +25.0% | +1.2% | +23.8% | +22.2% |
| 3Y | +131.2% | +18.0% | +113.2% | +111.2% |
| 5Y | +70.7% | +101.1% | -30.4% | +27.3% |
| All | +105.3% | +182.2% | -76.9% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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