+179.6%
FITB vs XME
+170.7%
+8.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +2.1% |
| 7D | +2.8% | +0.3% | +2.4% | +2.4% |
| 30D | +9.8% | -6.1% | +15.9% | +13.5% |
| 3M | -5.2% | -18.6% | +13.5% | +6.2% |
| 6M | +17.3% | -23.9% | +41.2% | +34.3% |
| YTD | +19.3% | -9.3% | +28.6% | +20.1% |
| 1Y | +32.7% | +1.8% | +30.9% | +23.8% |
| 3Y | +141.6% | +93.0% | +48.6% | +44.4% |
| 5Y | +48.9% | +107.0% | -58.1% | -18.4% |
| 10Y | +216.5% | +266.9% | -50.4% | +15.4% |
| All | +179.6% | +170.7% | +8.9% | -2.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling