+68.4%
FITB vs EXE
+100.7%
-32.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.2% |
| 7D | -0.4% | -2.7% | +2.3% | +0.3% |
| 30D | -5.1% | -0.4% | -4.8% | -5.1% |
| 3M | +3.5% | +9.5% | -5.9% | +0.7% |
| 6M | +17.2% | -9.3% | +26.6% | +19.6% |
| YTD | +17.6% | -10.9% | +28.5% | +20.2% |
| 1Y | +23.4% | +4.3% | +19.1% | +19.6% |
| 3Y | +129.7% | +18.8% | +110.9% | +110.0% |
| 5Y | +68.4% | +101.4% | -33.0% | +28.7% |
| All | +68.4% | +100.7% | -32.3% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling