+6,438.2%
EW vs FITB
+178.7%
+6,259.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -0.3% | +0.6% | -0.9% | -0.4% |
| 30D | +1.0% | -4.7% | +5.8% | +1.6% |
| 3M | +2.8% | +6.7% | -3.9% | +1.9% |
| 6M | +5.5% | +12.6% | -7.1% | +3.7% |
| YTD | +5.5% | +19.1% | -13.7% | +2.9% |
| 1Y | +11.0% | +22.6% | -11.6% | +7.8% |
| 3Y | +17.7% | +127.1% | -109.4% | +4.8% |
| 5Y | -25.7% | +71.8% | -97.6% | -32.2% |
| 10Y | +132.8% | +287.2% | -154.4% | +88.6% |
| All | +6,438.2% | +178.7% | +6,259.5% | +5,334.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling