+71.1%
FITB vs EXPD
+60.9%
+10.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | 0.0% |
| 7D | +2.8% | -0.9% | +3.8% | +3.2% |
| 30D | -4.5% | +4.1% | -8.6% | -6.3% |
| 3M | +5.7% | +13.8% | -8.1% | -0.5% |
| 6M | +17.1% | +27.3% | -10.2% | +4.2% |
| YTD | +18.3% | +25.4% | -7.1% | +5.2% |
| 1Y | +23.9% | +54.4% | -30.5% | -1.1% |
| 3Y | +131.1% | +67.9% | +63.2% | +73.8% |
| 5Y | +71.1% | +59.2% | +11.9% | +26.4% |
| All | +71.1% | +60.9% | +10.2% | +26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling