+223.5%
C vs FITB
+247.4%
-23.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +1.1% |
| 7D | -2.4% | -1.5% | -0.9% | -1.3% |
| 30D | -6.0% | +5.8% | -11.8% | -9.7% |
| 3M | -10.5% | -6.1% | -4.4% | -6.4% |
| 6M | -5.7% | +5.9% | -11.7% | -10.0% |
| YTD | +4.1% | +16.1% | -12.0% | -7.3% |
| 1Y | +20.5% | +28.8% | -8.4% | -0.7% |
| 3Y | +208.1% | +126.0% | +82.1% | +66.8% |
| 5Y | +110.4% | +45.3% | +65.1% | +49.7% |
| All | +223.5% | +247.4% | -23.8% | +11.6% |
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