+222.7%
B vs FITB
+226.2%
-3.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.6% |
| 7D | -2.7% | -0.6% | -2.1% | -2.6% |
| 30D | -4.3% | +7.0% | -11.4% | -4.6% |
| 3M | -2.3% | -4.8% | +2.5% | -2.1% |
| 6M | -16.2% | +13.5% | -29.8% | -16.7% |
| YTD | -8.8% | +19.1% | -27.9% | -9.5% |
| 1Y | +11.4% | +30.8% | -19.4% | +10.2% |
| 3Y | +174.3% | +141.6% | +32.7% | +167.0% |
| 5Y | +116.2% | +48.3% | +67.9% | +110.8% |
| 10Y | +222.7% | +215.9% | +6.8% | +223.8% |
| All | +222.7% | +226.2% | -3.5% | +223.8% |
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