+288.7%
FITB vs EXPD
+314.6%
-25.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.7% |
| 7D | +0.6% | -1.1% | +1.7% | +1.3% |
| 30D | -4.7% | +4.1% | -8.8% | -7.0% |
| 3M | +6.7% | +17.9% | -11.2% | -3.5% |
| 6M | +12.6% | +29.2% | -16.7% | -4.3% |
| YTD | +19.1% | +27.4% | -8.2% | +1.0% |
| 1Y | +22.6% | +56.8% | -34.2% | -9.4% |
| 3Y | +127.1% | +68.0% | +59.1% | +56.6% |
| 5Y | +71.8% | +61.9% | +10.0% | +17.6% |
| All | +288.7% | +314.6% | -25.8% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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