-34.6%
DOW vs FITB
+133.7%
-168.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.7% |
| 7D | -2.9% | +2.8% | -5.8% | -4.0% |
| 30D | +2.0% | -4.5% | +6.5% | +3.8% |
| 3M | -12.5% | +5.7% | -18.2% | -15.3% |
| 6M | -9.2% | +17.1% | -26.3% | -17.3% |
| YTD | +30.8% | +18.3% | +12.4% | +17.8% |
| 1Y | +29.4% | +23.9% | +5.5% | +13.3% |
| 3Y | -34.6% | +131.1% | -165.7% | -55.9% |
| All | -34.6% | +133.7% | -168.2% | -55.9% |
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