-25.6%
DOW vs FITB
+143.1%
-168.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -2.4% |
| 7D | -9.4% | -1.1% | -8.3% | -9.0% |
| 30D | +8.9% | +7.3% | +1.6% | +5.6% |
| 3M | +6.7% | -4.0% | +10.7% | +8.2% |
| 6M | -14.2% | +11.9% | -26.1% | -19.8% |
| YTD | +36.9% | +19.0% | +17.9% | +21.9% |
| 1Y | +45.8% | +31.0% | +14.7% | +22.3% |
| All | -25.6% | +143.1% | -168.7% | -53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling