+81.0%
F vs FITB
+247.7%
-166.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.8% | -0.7% |
| 7D | -0.6% | -1.1% | +0.5% | 0.0% |
| 30D | +2.9% | +7.3% | -4.5% | -1.1% |
| 3M | -9.5% | -4.0% | -5.5% | -7.6% |
| 6M | +4.0% | +11.9% | -7.9% | -3.1% |
| YTD | -1.3% | +19.0% | -20.3% | -11.6% |
| 1Y | -1.9% | +31.0% | -33.0% | -16.9% |
| 3Y | +53.5% | +143.8% | -90.3% | -10.1% |
| 5Y | -15.1% | +48.9% | -64.0% | -35.8% |
| 10Y | +81.0% | +236.6% | -155.6% | -18.6% |
| All | +81.0% | +247.7% | -166.7% | -18.6% |
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