+79.8%
F vs FITB
+247.4%
-167.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.3% |
| 7D | +1.6% | -1.5% | +3.1% | +2.5% |
| 30D | +2.6% | +5.8% | -3.2% | -0.5% |
| 3M | -8.8% | -6.1% | -2.7% | -5.8% |
| 6M | +4.6% | +5.9% | -1.3% | +0.5% |
| YTD | -1.9% | +16.1% | -18.0% | -10.9% |
| 1Y | -0.8% | +28.8% | -29.6% | -15.1% |
| 3Y | +43.5% | +126.0% | -82.5% | -12.2% |
| 5Y | -12.1% | +45.3% | -57.4% | -32.5% |
| All | +79.8% | +247.4% | -167.5% | -18.1% |
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