+112.4%
C vs FITB
+47.5%
+64.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.5% |
| 7D | +4.7% | +0.8% | +3.9% | +4.2% |
| 30D | +0.2% | +7.3% | -7.2% | -4.3% |
| 3M | -9.3% | -6.3% | -3.0% | -5.5% |
| 6M | -0.8% | +12.6% | -13.4% | -8.3% |
| YTD | +8.5% | +18.0% | -9.5% | -2.9% |
| 1Y | +23.1% | +28.9% | -5.8% | +4.0% |
| 3Y | +220.8% | +139.4% | +81.4% | +87.7% |
| 5Y | +112.4% | +47.2% | +65.2% | +56.2% |
| All | +112.4% | +47.5% | +64.9% | +56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling