-10.9%
DOW vs FITB
+160.9%
-171.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.3% |
| 7D | -6.0% | -0.4% | -5.6% | -5.8% |
| 30D | -2.7% | -5.1% | +2.4% | -0.1% |
| 3M | -10.5% | +3.5% | -14.0% | -12.9% |
| 6M | -12.4% | +17.2% | -29.6% | -21.6% |
| YTD | +30.0% | +17.6% | +12.4% | +15.8% |
| 1Y | +27.8% | +23.4% | +4.4% | +10.7% |
| 3Y | -34.9% | +129.7% | -164.7% | -61.0% |
| 5Y | -35.9% | +68.4% | -104.3% | -56.4% |
| All | -10.9% | +160.9% | -171.8% | -52.8% |
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