+68.4%
FITB vs XME
+183.2%
-114.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.3% |
| 7D | -0.4% | -0.2% | -0.2% | -0.3% |
| 30D | -5.1% | +1.4% | -6.5% | -6.0% |
| 3M | +3.5% | +2.7% | +0.8% | +1.3% |
| 6M | +17.2% | +6.5% | +10.7% | +11.5% |
| YTD | +17.6% | +15.2% | +2.5% | +6.1% |
| 1Y | +23.4% | +43.5% | -20.1% | -2.4% |
| 3Y | +129.7% | +135.9% | -6.1% | +34.5% |
| 5Y | +68.4% | +181.5% | -113.0% | -15.9% |
| All | +68.4% | +183.2% | -114.8% | -15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling