+141.1%
FITB vs EXE
+20.3%
+120.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | -0.6% | +1.5% | -2.1% | -0.9% |
| 30D | +7.0% | -0.2% | +7.2% | +7.0% |
| 3M | -4.8% | -9.2% | +4.5% | -3.2% |
| 6M | +13.5% | -7.2% | +20.8% | +14.8% |
| YTD | +19.1% | -18.3% | +37.4% | +23.1% |
| 1Y | +30.8% | -23.6% | +54.4% | +37.5% |
| All | +141.1% | +20.3% | +120.8% | +116.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling