+200.4%
B vs FITB
+128.4%
+72.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | -1.6% | +0.6% | -2.2% | -1.7% |
| 30D | +9.4% | -4.7% | +14.2% | +10.2% |
| 3M | +5.0% | +6.7% | -1.7% | +3.6% |
| 6M | -3.5% | +12.6% | -16.1% | -5.9% |
| YTD | +4.5% | +19.1% | -14.7% | +0.7% |
| 1Y | +67.8% | +22.6% | +45.1% | +61.0% |
| All | +200.4% | +128.4% | +72.0% | +145.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling