+142.8%
EFA vs FITB
+290.8%
-148.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | -1.5% | -0.3% | -1.2% | -1.4% |
| 30D | -1.7% | -5.7% | +4.0% | 0.0% |
| 3M | +3.5% | +3.2% | +0.3% | +2.4% |
| 6M | +9.5% | +23.4% | -13.9% | +2.7% |
| YTD | +12.9% | +18.8% | -5.9% | +6.8% |
| 1Y | +18.2% | +25.0% | -6.8% | +9.9% |
| 3Y | +64.8% | +131.2% | -66.4% | +25.6% |
| 5Y | +53.9% | +70.7% | -16.8% | +25.3% |
| All | +142.8% | +290.8% | -148.0% | +46.3% |
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