+200.5%
B vs FITB
+247.7%
-47.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.5% | +1.7% | +4.1% |
| 7D | +11.3% | -1.1% | +12.4% | +11.4% |
| 30D | +2.9% | +7.3% | -4.4% | +2.7% |
| 3M | -2.9% | -4.0% | +1.1% | -2.8% |
| 6M | -1.2% | +11.9% | -13.1% | -1.6% |
| YTD | -1.3% | +19.0% | -20.3% | -2.0% |
| 1Y | +30.4% | +31.0% | -0.6% | +29.2% |
| 3Y | +195.3% | +143.8% | +51.5% | +188.5% |
| 5Y | +146.2% | +48.9% | +97.3% | +140.6% |
| 10Y | +200.5% | +236.6% | -36.1% | +248.6% |
| All | +200.5% | +247.7% | -47.2% | +248.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling