+69.0%
F vs FITB
+226.2%
-157.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.5% |
| 7D | -2.1% | -0.6% | -1.6% | -1.9% |
| 30D | +3.3% | +7.0% | -3.7% | -0.5% |
| 3M | -11.3% | -4.8% | -6.5% | -9.1% |
| 6M | +5.3% | +13.5% | -8.2% | -2.7% |
| YTD | -2.2% | +19.1% | -21.3% | -12.5% |
| 1Y | -3.5% | +30.8% | -34.3% | -18.1% |
| 3Y | +49.5% | +141.6% | -92.1% | -11.9% |
| 5Y | -13.5% | +48.3% | -61.8% | -34.4% |
| 10Y | +69.0% | +215.9% | -146.9% | -21.4% |
| All | +69.0% | +226.2% | -157.2% | -21.4% |
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 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