+46.1%
DE vs FITB
+36.9%
+9.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.0% |
| 7D | +5.6% | +2.3% | +3.3% | +4.5% |
| 30D | -0.8% | +7.7% | -8.6% | -4.1% |
| 3M | +9.8% | -4.5% | +14.3% | +12.1% |
| 6M | +17.5% | +12.5% | +5.1% | +11.3% |
| YTD | +46.5% | +19.8% | +26.7% | +33.1% |
| 1Y | +46.1% | +34.1% | +12.0% | +24.6% |
| All | +46.1% | +36.9% | +9.2% | +24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling