+181.0%
FITB vs EXEL
+341.7%
-160.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.7% |
| 7D | +0.8% | +1.6% | -0.8% | +0.6% |
| 30D | +7.3% | +17.4% | -10.0% | +4.5% |
| 3M | -6.3% | +38.6% | -44.9% | -11.3% |
| 6M | +12.6% | +41.2% | -28.7% | +5.9% |
| YTD | +18.0% | +59.3% | -41.4% | +8.5% |
| 1Y | +28.9% | +60.2% | -31.3% | +18.3% |
| 3Y | +139.4% | +232.6% | -93.2% | +90.9% |
| 5Y | +47.2% | +285.9% | -238.6% | +13.2% |
| 10Y | +213.0% | +325.9% | -112.8% | +122.2% |
| All | +181.0% | +341.7% | -160.7% | +31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling