-35.9%
DOW vs FITB
+70.3%
-106.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.3% |
| 7D | -6.0% | -0.4% | -5.6% | -5.9% |
| 30D | -2.7% | -5.1% | +2.4% | -0.6% |
| 3M | -10.5% | +3.5% | -14.0% | -12.5% |
| 6M | -12.4% | +17.2% | -29.6% | -20.2% |
| YTD | +30.0% | +17.6% | +12.4% | +17.9% |
| 1Y | +27.8% | +23.4% | +4.4% | +13.1% |
| 3Y | -34.9% | +129.7% | -164.7% | -57.3% |
| 5Y | -35.9% | +68.4% | -104.3% | -55.2% |
| All | -35.9% | +70.3% | -106.1% | -55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling