+14,232.0%
DE vs FITB
+2,847.5%
+11,384.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.5% |
| 7D | -2.6% | -0.3% | -2.3% | -2.5% |
| 30D | +9.0% | -5.7% | +14.7% | +10.7% |
| 3M | +19.1% | +3.2% | +16.0% | +18.1% |
| 6M | +14.4% | +23.4% | -9.0% | +7.9% |
| YTD | +45.9% | +18.8% | +27.2% | +38.9% |
| 1Y | +43.6% | +25.0% | +18.6% | +34.5% |
| 3Y | +75.9% | +131.2% | -55.3% | +38.2% |
| 5Y | +98.8% | +70.7% | +28.1% | +66.5% |
| 10Y | +861.4% | +289.4% | +572.0% | +529.2% |
| All | +14,232.0% | +2,847.5% | +11,384.4% | +3,685.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling