+321.5%
CSCO vs FITB
+247.7%
+73.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.5% | +2.6% | +4.4% |
| 7D | -2.9% | -1.1% | -1.8% | -2.5% |
| 30D | -16.7% | +7.3% | -24.0% | -18.5% |
| 3M | -18.4% | -4.0% | -14.5% | -17.5% |
| 6M | +2.9% | +11.9% | -9.0% | -0.8% |
| YTD | +30.4% | +19.0% | +11.4% | +22.9% |
| 1Y | +41.4% | +31.0% | +10.3% | +29.2% |
| 3Y | +104.7% | +143.8% | -39.1% | +53.0% |
| 5Y | +96.9% | +48.9% | +48.1% | +66.5% |
| 10Y | +321.5% | +236.6% | +84.9% | +172.8% |
| All | +321.5% | +247.7% | +73.8% | +172.8% |
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