+803.7%
B vs FITB
+2,855.6%
-2,051.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | -1.6% | +0.6% | -2.2% | -1.6% |
| 30D | +9.4% | -4.7% | +14.2% | +9.6% |
| 3M | +5.0% | +6.7% | -1.7% | +4.8% |
| 6M | -3.5% | +12.6% | -16.1% | -3.9% |
| YTD | +4.5% | +19.1% | -14.7% | +3.9% |
| 1Y | +67.8% | +22.6% | +45.1% | +66.8% |
| 3Y | +196.7% | +127.1% | +69.6% | +190.3% |
| 5Y | +151.9% | +71.8% | +80.1% | +147.3% |
| 10Y | +202.2% | +287.2% | -85.0% | +187.8% |
| All | +803.7% | +2,855.6% | -2,051.9% | +1,333.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling