+266.6%
EW vs FITB
+208.7%
+57.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | +4.9% | +0.8% | +4.1% | +4.7% |
| 30D | +24.1% | +7.3% | +16.7% | +21.8% |
| 3M | +13.7% | -6.3% | +20.0% | +15.5% |
| 6M | +32.7% | +12.6% | +20.1% | +28.1% |
| YTD | +24.1% | +18.0% | +6.1% | +17.8% |
| 1Y | +23.6% | +28.9% | -5.3% | +14.5% |
| 3Y | +64.8% | +139.4% | -74.6% | +25.2% |
| 5Y | -8.8% | +47.2% | -56.0% | -22.0% |
| All | +266.6% | +208.7% | +57.8% | +126.3% |
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