+125.6%
DAL vs FITB
+231.2%
-105.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | +10.7% | +0.5% | +10.2% | +10.5% |
| 30D | +12.5% | +7.0% | +5.5% | +7.7% |
| 3M | +3.6% | -4.4% | +8.0% | +6.9% |
| 6M | +26.7% | +11.6% | +15.2% | +17.7% |
| YTD | +34.3% | +18.6% | +15.7% | +19.5% |
| 1Y | +59.1% | +29.8% | +29.3% | +33.5% |
| 3Y | +179.9% | +140.7% | +39.2% | +56.9% |
| 5Y | +119.1% | +48.6% | +70.5% | +63.2% |
| 10Y | +125.6% | +224.4% | -98.8% | -3.9% |
| All | +125.6% | +231.2% | -105.6% | -3.9% |
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