-10.8%
DOW vs FITB
+164.1%
-175.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.9% |
| 7D | -2.4% | +0.6% | -3.0% | -2.7% |
| 30D | +0.4% | -4.7% | +5.1% | +2.8% |
| 3M | -14.4% | +6.7% | -21.1% | -18.0% |
| 6M | -7.0% | +12.6% | -19.5% | -14.8% |
| YTD | +30.2% | +19.1% | +11.1% | +15.2% |
| 1Y | +29.2% | +22.6% | +6.6% | +12.3% |
| 3Y | -36.7% | +127.1% | -163.8% | -61.9% |
| 5Y | -37.7% | +71.8% | -109.5% | -58.1% |
| All | -10.8% | +164.1% | -175.0% | -53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling