+69.4%
F vs FITB
+224.9%
-155.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +1.0% | +0.5% | +0.5% | +0.7% |
| 30D | +2.1% | +7.0% | -4.9% | -1.7% |
| 3M | -10.3% | -4.4% | -5.9% | -8.2% |
| 6M | +3.3% | +11.6% | -8.3% | -3.6% |
| YTD | -2.0% | +18.6% | -20.6% | -12.1% |
| 1Y | -2.3% | +29.8% | -32.1% | -16.7% |
| 3Y | +49.9% | +140.7% | -90.8% | -11.5% |
| 5Y | -12.5% | +48.6% | -61.1% | -33.7% |
| All | +69.4% | +224.9% | -155.5% | -21.0% |
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