+130.3%
FITB vs XME
+134.4%
-4.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.1% |
| 7D | +2.8% | +3.6% | -0.8% | +1.5% |
| 30D | -4.5% | +3.6% | -8.2% | -6.0% |
| 3M | +5.7% | +1.2% | +4.4% | +4.6% |
| 6M | +17.1% | +9.0% | +8.1% | +11.1% |
| YTD | +18.3% | +15.9% | +2.4% | +7.4% |
| 1Y | +23.9% | +43.2% | -19.3% | -1.0% |
| All | +130.3% | +134.4% | -4.1% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling