+48.3%
FITB vs EXE
+76.5%
-28.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | -0.6% | +1.5% | -2.1% | -1.0% |
| 30D | +7.0% | -0.2% | +7.2% | +7.0% |
| 3M | -4.8% | -9.2% | +4.5% | -2.6% |
| 6M | +13.5% | -7.2% | +20.8% | +15.2% |
| YTD | +19.1% | -18.3% | +37.4% | +24.2% |
| 1Y | +30.8% | -23.6% | +54.4% | +38.9% |
| 3Y | +141.6% | +21.9% | +119.7% | +117.7% |
| 5Y | +48.3% | +73.7% | -25.4% | +20.7% |
| All | +48.3% | +76.5% | -28.2% | +20.7% |
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