-3.5%
F vs FITB
+30.5%
-34.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | -2.1% | -0.6% | -1.6% | -1.9% |
| 30D | +3.3% | +7.0% | -3.7% | +0.7% |
| 3M | -11.3% | -4.8% | -6.5% | -9.9% |
| 6M | +5.3% | +13.5% | -8.2% | -0.7% |
| YTD | -2.2% | +19.1% | -21.3% | -12.3% |
| 1Y | -3.5% | +30.8% | -34.3% | -19.0% |
| All | -3.5% | +30.5% | -34.1% | -19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling