-28.1%
DT vs FITB
+71.1%
-99.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.9% |
| 7D | -4.9% | +2.8% | -7.7% | -5.8% |
| 30D | +2.7% | -4.5% | +7.2% | +4.3% |
| 3M | +20.0% | +5.7% | +14.3% | +17.3% |
| 6M | +28.0% | +17.1% | +10.9% | +20.1% |
| YTD | +16.0% | +18.3% | -2.3% | +7.7% |
| 1Y | +0.7% | +23.9% | -23.2% | -8.4% |
| 3Y | +6.2% | +131.1% | -124.9% | -26.1% |
| 5Y | -28.1% | +71.1% | -99.2% | -42.1% |
| All | -28.1% | +71.1% | -99.3% | -42.1% |
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 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