+3,014.5%
EQT vs FITB
+2,819.0%
+195.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -2.0% | -0.4% | -1.6% | -1.9% |
| 30D | +1.0% | -5.1% | +6.2% | +2.1% |
| 3M | +4.0% | +3.5% | +0.5% | +3.1% |
| 6M | -11.7% | +17.2% | -28.9% | -15.0% |
| YTD | +2.8% | +17.6% | -14.8% | -1.3% |
| 1Y | +10.0% | +23.4% | -13.4% | +4.4% |
| 3Y | +34.1% | +129.7% | -95.6% | +10.8% |
| 5Y | +195.3% | +68.4% | +126.9% | +158.3% |
| 10Y | +51.6% | +285.6% | -234.1% | +9.2% |
| All | +3,014.5% | +2,819.0% | +195.5% | +1,444.8% |
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