+55.3%
B vs FITB
+23.3%
+32.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | +2.3% | +2.8% | -0.5% | +2.0% |
| 30D | +1.4% | -4.5% | +5.9% | +1.7% |
| 3M | +12.2% | +5.7% | +6.5% | +10.6% |
| 6M | -2.1% | +17.1% | -19.2% | -5.7% |
| YTD | +2.9% | +18.3% | -15.4% | -1.1% |
| 1Y | +55.3% | +23.9% | +31.4% | +47.2% |
| All | +55.3% | +23.3% | +32.0% | +47.2% |
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