+24.5%
EW vs FITB
+31.0%
-6.5%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.5% | 0.0% | +2.2% |
| 7D | +12.3% | -1.1% | +13.4% | +12.4% |
| 30D | +22.9% | +7.3% | +15.5% | +21.7% |
| 3M | +16.7% | -4.0% | +20.7% | +17.2% |
| 6M | +31.0% | +11.9% | +19.1% | +28.0% |
| YTD | +22.8% | +19.0% | +3.8% | +16.2% |
| All | +24.5% | +31.0% | -6.5% | +13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling