+377.3%
CSCO vs FITB
+282.4%
+95.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | 0.0% | -0.4% | +0.4% | +0.1% |
| 30D | -10.7% | -5.1% | -5.6% | -9.3% |
| 3M | -8.7% | +3.5% | -12.3% | -9.9% |
| 6M | +44.9% | +17.2% | +27.7% | +37.6% |
| YTD | +44.1% | +17.6% | +26.5% | +36.4% |
| 1Y | +65.9% | +23.4% | +42.5% | +54.3% |
| 3Y | +109.0% | +129.7% | -20.7% | +58.6% |
| 5Y | +114.8% | +68.4% | +46.3% | +74.3% |
| 10Y | +377.3% | +285.6% | +91.7% | +182.5% |
| All | +377.3% | +282.4% | +95.0% | +182.5% |
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