+11,743.1%
COST vs FITB
+2,855.6%
+8,887.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.9% | -1.0% |
| 7D | -3.1% | +0.6% | -3.7% | -3.3% |
| 30D | -2.8% | -4.7% | +2.0% | -2.0% |
| 3M | -5.7% | +6.7% | -12.4% | -6.8% |
| 6M | -8.8% | +12.6% | -21.3% | -10.8% |
| YTD | +6.7% | +19.1% | -12.5% | +3.1% |
| 1Y | -3.6% | +22.6% | -26.3% | -7.4% |
| 3Y | +75.1% | +127.1% | -52.0% | +49.9% |
| 5Y | +108.9% | +71.8% | +37.1% | +84.5% |
| 10Y | +586.2% | +287.2% | +299.0% | +397.0% |
| All | +11,743.1% | +2,855.6% | +8,887.5% | +3,948.0% |
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