+630.6%
DELL vs FITB
+47.5%
+583.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.3% |
| 7D | +17.1% | +0.8% | +16.3% | +16.7% |
| 30D | -35.1% | +7.3% | -42.4% | -37.0% |
| 3M | -23.3% | -6.3% | -17.0% | -20.9% |
| 6M | +55.8% | +12.6% | +43.3% | +47.3% |
| YTD | +198.0% | +18.0% | +180.0% | +172.8% |
| 1Y | +166.6% | +28.9% | +137.7% | +134.0% |
| 3Y | +427.6% | +139.4% | +288.2% | +248.0% |
| 5Y | +630.6% | +47.2% | +583.4% | +493.6% |
| All | +630.6% | +47.5% | +583.2% | +493.6% |
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 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