+29.4%
B vs FITB
+36.9%
-7.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.5% | +6.8% | +7.9% |
| 7D | +1.1% | +2.3% | -1.2% | +0.5% |
| 30D | +0.3% | +7.7% | -7.4% | -1.6% |
| 3M | +5.4% | -4.5% | +9.9% | +5.9% |
| 6M | +5.5% | +12.5% | -7.0% | +0.8% |
| YTD | -6.3% | +19.8% | -26.1% | -15.4% |
| 1Y | +29.4% | +34.1% | -4.8% | +14.3% |
| All | +29.4% | +36.9% | -7.5% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 1y: compounded portfolio wealth divided by compounded FITB 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…
1y analysis · Full analysis span regression · 6 months rolling