+7,328.4%
EW vs FITB
+171.6%
+7,156.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +18.2% |
| 3M | +14.4% | -6.1% | +20.5% | +15.2% |
| 6M | +22.8% | +5.9% | +16.8% | +21.7% |
| YTD | +19.8% | +16.1% | +3.7% | +17.2% |
| 1Y | +23.9% | +28.8% | -4.9% | +19.6% |
| 3Y | +52.2% | +126.0% | -73.8% | +35.7% |
| 5Y | -13.9% | +45.3% | -59.2% | -19.7% |
| 10Y | +241.9% | +255.4% | -13.5% | +179.3% |
| All | +7,328.4% | +171.6% | +7,156.7% | +6,090.9% |
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 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