+99.4%
DE vs FITB
+68.4%
+31.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | -2.4% | -1.0% | -1.4% | -2.0% |
| 30D | +9.7% | -5.5% | +15.2% | +12.2% |
| 3M | +21.4% | +4.1% | +17.2% | +19.3% |
| 6M | +15.0% | +18.7% | -3.7% | +7.3% |
| YTD | +46.4% | +18.2% | +28.3% | +36.4% |
| 1Y | +45.6% | +23.7% | +22.0% | +32.8% |
| 3Y | +76.8% | +130.8% | -54.0% | +24.6% |
| 5Y | +99.4% | +69.8% | +29.6% | +47.0% |
| All | +99.4% | +68.4% | +31.0% | +47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling