+71.1%
FITB vs EXEL
+195.7%
-124.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.3% |
| 7D | +2.8% | +1.4% | +1.5% | +2.6% |
| 30D | -4.5% | +6.7% | -11.2% | -5.6% |
| 3M | +5.7% | +11.5% | -5.8% | +3.5% |
| 6M | +17.1% | +38.8% | -21.7% | +10.1% |
| YTD | +18.3% | +31.6% | -13.2% | +12.0% |
| 1Y | +23.9% | +53.0% | -29.1% | +13.6% |
| 3Y | +131.1% | +160.8% | -29.7% | +84.5% |
| 5Y | +71.1% | +190.1% | -119.0% | +25.0% |
| All | +71.1% | +195.7% | -124.7% | +25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling