+508.4%
F vs FITB
+2,780.8%
-2,272.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.5% |
| 7D | +1.6% | -1.5% | +3.1% | +2.1% |
| 30D | +2.6% | +5.8% | -3.2% | +0.8% |
| 3M | -8.8% | -6.1% | -2.7% | -7.0% |
| 6M | +4.6% | +5.9% | -1.3% | +2.3% |
| YTD | -1.9% | +16.1% | -18.0% | -7.0% |
| 1Y | -0.8% | +28.8% | -29.6% | -9.1% |
| 3Y | +43.5% | +126.0% | -82.5% | +9.3% |
| 5Y | -12.1% | +45.3% | -57.4% | -23.4% |
| 10Y | +83.6% | +255.4% | -171.8% | +19.2% |
| All | +508.4% | +2,780.8% | -2,272.4% | +91.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling