+2,896.1%
FITB vs EXPD
+30,859.1%
-27,963.0%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.5% |
| 7D | +0.6% | -1.1% | +1.7% | +1.0% |
| 30D | -4.7% | +4.1% | -8.8% | -6.1% |
| 3M | +6.7% | +17.9% | -11.2% | +0.8% |
| 6M | +12.6% | +29.2% | -16.7% | +2.7% |
| YTD | +19.1% | +27.4% | -8.2% | +8.8% |
| 1Y | +22.6% | +56.8% | -34.2% | +4.1% |
| 3Y | +127.1% | +68.0% | +59.1% | +87.2% |
| 5Y | +71.8% | +61.9% | +10.0% | +42.1% |
| 10Y | +287.2% | +316.0% | -28.8% | +140.6% |
| All | +2,896.1% | +30,859.1% | -27,963.0% | +1,180.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling