+755.9%
DE vs FITB
+212.2%
+543.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.3% |
| 7D | +0.3% | +2.8% | -2.5% | -0.9% |
| 30D | +3.6% | +9.8% | -6.2% | -0.7% |
| 3M | +10.2% | -5.2% | +15.4% | +12.6% |
| 6M | +16.6% | +17.3% | -0.8% | +8.3% |
| YTD | +45.8% | +19.3% | +26.5% | +33.9% |
| 1Y | +43.9% | +32.7% | +11.2% | +25.9% |
| 3Y | +89.6% | +141.6% | -52.0% | +24.4% |
| 5Y | +100.3% | +48.9% | +51.5% | +57.0% |
| All | +755.9% | +212.2% | +543.7% | +332.3% |
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