+124.5%
COST vs FITB
+48.6%
+75.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.1% |
| 7D | +5.0% | +2.8% | +2.2% | +4.5% |
| 30D | +12.8% | +9.8% | +3.0% | +10.9% |
| 3M | +15.2% | -5.2% | +20.3% | +16.2% |
| 6M | +7.4% | +17.3% | -9.9% | +4.0% |
| YTD | +29.0% | +19.3% | +9.7% | +24.0% |
| 1Y | +20.3% | +32.7% | -12.4% | +13.1% |
| 3Y | +99.0% | +141.6% | -42.6% | +62.0% |
| All | +124.5% | +48.6% | +75.9% | +101.1% |
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