+239.8%
EW vs FITB
+247.7%
-7.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.5% | 0.0% | +1.9% |
| 7D | +12.3% | -1.1% | +13.4% | +12.6% |
| 30D | +22.9% | +7.3% | +15.5% | +20.6% |
| 3M | +16.7% | -4.0% | +20.7% | +17.8% |
| 6M | +31.0% | +11.9% | +19.1% | +26.6% |
| YTD | +22.8% | +19.0% | +3.8% | +16.4% |
| 1Y | +25.6% | +31.0% | -5.5% | +15.9% |
| 3Y | +62.0% | +143.8% | -81.8% | +22.7% |
| 5Y | -12.8% | +48.9% | -61.6% | -25.5% |
| 10Y | +239.8% | +236.6% | +3.2% | +119.7% |
| All | +239.8% | +247.7% | -7.9% | +119.7% |
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