+0.4%
DOW vs FITB
+161.6%
-161.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.4% |
| 7D | +3.7% | +0.8% | +2.8% | +3.1% |
| 30D | +16.3% | +7.3% | +8.9% | +11.8% |
| 3M | +9.7% | -6.3% | +16.0% | +13.0% |
| 6M | -14.1% | +12.6% | -26.6% | -20.7% |
| YTD | +46.6% | +18.0% | +28.6% | +29.9% |
| 1Y | +56.8% | +28.9% | +27.9% | +32.2% |
| 3Y | -20.4% | +139.4% | -159.8% | -53.3% |
| 5Y | -27.4% | +47.2% | -74.7% | -46.5% |
| All | +0.4% | +161.6% | -161.2% | -47.1% |
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