+52.2%
EW vs FITB
+123.2%
-71.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | +11.0% | -1.5% | +12.6% | +11.2% |
| 30D | +19.1% | +5.8% | +13.2% | +18.1% |
| 3M | +14.4% | -6.1% | +20.5% | +15.3% |
| 6M | +22.8% | +5.9% | +16.8% | +21.4% |
| YTD | +19.8% | +16.1% | +3.7% | +16.3% |
| 1Y | +23.9% | +28.8% | -4.9% | +18.3% |
| 3Y | +52.2% | +126.0% | -73.8% | +24.4% |
| All | +52.2% | +123.2% | -71.0% | +24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling