+105.8%
FITB vs EXE
+191.4%
-85.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.1% |
| 7D | +0.6% | -0.3% | +0.9% | +0.7% |
| 30D | -4.7% | +8.5% | -13.2% | -6.9% |
| 3M | +6.7% | +5.5% | +1.2% | +4.8% |
| 6M | +12.6% | -5.9% | +18.5% | +13.7% |
| YTD | +19.1% | -9.7% | +28.8% | +21.3% |
| 1Y | +22.6% | +3.6% | +19.1% | +19.2% |
| 3Y | +127.1% | +18.0% | +109.1% | +107.8% |
| 5Y | +71.8% | +109.4% | -37.6% | +26.6% |
| All | +105.8% | +191.4% | -85.5% | +33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling