+395.7%
EFA vs FITB
+88.5%
+307.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +0.6% | +0.6% | 0.0% | +0.4% |
| 30D | +0.9% | -4.7% | +5.6% | +1.9% |
| 3M | +4.9% | +6.7% | -1.8% | +3.2% |
| 6M | +8.6% | +12.6% | -4.0% | +5.5% |
| YTD | +14.6% | +19.1% | -4.5% | +9.7% |
| 1Y | +22.6% | +22.6% | 0.0% | +16.4% |
| 3Y | +66.5% | +127.1% | -60.6% | +35.9% |
| 5Y | +54.5% | +71.8% | -17.3% | +32.0% |
| 10Y | +144.8% | +287.2% | -142.4% | +65.6% |
| All | +395.7% | +88.5% | +307.2% | +270.0% |
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