+125.6%
EW vs FITB
+282.4%
-156.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -5.1% | -0.4% | -4.7% | -5.0% |
| 30D | -6.4% | -5.1% | -1.2% | -5.1% |
| 3M | -1.6% | +3.5% | -5.1% | -2.6% |
| 6M | +2.3% | +17.2% | -14.9% | -2.3% |
| YTD | +1.1% | +17.6% | -16.5% | -3.8% |
| 1Y | +8.0% | +23.4% | -15.4% | +1.3% |
| 3Y | +16.3% | +129.7% | -113.4% | -10.3% |
| 5Y | -29.4% | +68.4% | -97.8% | -41.9% |
| 10Y | +125.6% | +285.6% | -160.0% | +39.9% |
| All | +125.6% | +282.4% | -156.8% | +39.9% |
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