+22.7%
C vs FITB
+31.0%
-8.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.5% | 0.0% | +0.8% |
| 7D | -0.9% | -1.1% | +0.2% | -0.2% |
| 30D | -5.4% | +7.3% | -12.7% | -9.6% |
| 3M | -9.2% | -4.0% | -5.2% | -6.8% |
| 6M | -1.8% | +11.9% | -13.7% | -9.0% |
| YTD | +6.7% | +19.0% | -12.3% | -4.3% |
| All | +22.7% | +31.0% | -8.4% | +3.7% |
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