-10.2%
DOW vs FITB
+162.0%
-172.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -2.4% | -1.0% | -1.4% | -1.9% |
| 30D | -4.1% | -5.5% | +1.4% | -1.3% |
| 3M | -12.4% | +4.1% | -16.5% | -15.0% |
| 6M | -10.6% | +18.7% | -29.3% | -20.5% |
| YTD | +31.1% | +18.2% | +12.9% | +16.5% |
| 1Y | +30.5% | +23.7% | +6.9% | +12.9% |
| 3Y | -34.4% | +130.8% | -165.2% | -60.8% |
| 5Y | -35.5% | +69.8% | -105.3% | -56.3% |
| All | -10.2% | +162.0% | -172.2% | -52.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling