+285.6%
FITB vs EXEL
+378.5%
-92.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.8% |
| 7D | -0.4% | -0.3% | 0.0% | -0.3% |
| 30D | -5.1% | +10.1% | -15.3% | -7.1% |
| 3M | +3.5% | +10.1% | -6.5% | +1.2% |
| 6M | +17.2% | +37.7% | -20.5% | +9.0% |
| YTD | +17.6% | +33.1% | -15.4% | +9.9% |
| 1Y | +23.4% | +52.4% | -29.0% | +11.4% |
| 3Y | +129.7% | +163.8% | -34.1% | +79.1% |
| 5Y | +68.4% | +198.5% | -130.1% | +25.2% |
| 10Y | +285.6% | +386.9% | -101.3% | +154.3% |
| All | +285.6% | +378.5% | -92.9% | +154.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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