+112.2%
DT vs FITB
+140.1%
-27.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | -0.5% | -0.4% | -0.1% | -0.4% |
| 30D | +0.1% | -5.1% | +5.2% | +1.6% |
| 3M | +24.1% | +3.5% | +20.6% | +22.5% |
| 6M | +30.1% | +17.2% | +12.9% | +23.2% |
| YTD | +16.8% | +17.6% | -0.9% | +9.9% |
| 1Y | -0.1% | +23.4% | -23.5% | -7.6% |
| 3Y | +6.8% | +129.7% | -122.9% | -19.9% |
| 5Y | -28.4% | +68.4% | -96.8% | -41.6% |
| All | +112.2% | +140.1% | -27.9% | +44.9% |
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 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