+615.0%
F vs FITB
+2,855.6%
-2,240.6%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.6% | +1.5% |
| 7D | +5.3% | +0.6% | +4.7% | +5.1% |
| 30D | +4.6% | -4.7% | +9.3% | +6.2% |
| 3M | -3.7% | +6.7% | -10.3% | -5.8% |
| 6M | +16.8% | +12.6% | +4.3% | +12.0% |
| YTD | +15.3% | +19.1% | -3.8% | +8.4% |
| 1Y | +31.0% | +22.6% | +8.4% | +21.8% |
| 3Y | +45.4% | +127.1% | -81.7% | +10.5% |
| 5Y | +54.7% | +71.8% | -17.1% | +28.1% |
| 10Y | +98.2% | +287.2% | -189.0% | +25.5% |
| All | +615.0% | +2,855.6% | -2,240.6% | +123.6% |
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 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