+284.0%
FITB vs XME
+421.4%
-137.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.1% |
| 7D | -0.3% | -4.2% | +3.9% | +2.3% |
| 30D | -5.7% | -2.7% | -3.0% | -4.6% |
| 3M | +3.2% | -3.9% | +7.1% | +4.2% |
| 6M | +23.4% | -1.0% | +24.4% | +20.3% |
| YTD | +18.8% | +9.8% | +9.0% | +6.6% |
| 1Y | +25.0% | +32.5% | -7.6% | -2.7% |
| 3Y | +131.2% | +124.3% | +6.9% | +21.7% |
| 5Y | +70.7% | +165.8% | -95.1% | -25.4% |
| All | +284.0% | +421.4% | -137.3% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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