+280.0%
EMR vs FITB
+231.2%
+48.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.0% |
| 7D | +0.7% | +0.5% | +0.2% | +0.5% |
| 30D | +3.5% | +7.0% | -3.5% | 0.0% |
| 3M | +5.9% | -4.4% | +10.3% | +8.2% |
| 6M | +19.4% | +11.6% | +7.9% | +12.5% |
| YTD | +27.7% | +18.6% | +9.0% | +16.4% |
| 1Y | +30.9% | +29.8% | +1.1% | +14.0% |
| 3Y | +104.2% | +140.7% | -36.5% | +29.3% |
| 5Y | +89.6% | +48.6% | +41.0% | +46.4% |
| 10Y | +280.0% | +224.4% | +55.6% | +78.7% |
| All | +280.0% | +231.2% | +48.8% | +78.7% |
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