+69,298.0%
FAST vs FITB
+2,855.6%
+66,442.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +0.9% | +0.8% |
| 7D | -0.4% | +0.6% | -1.0% | -0.5% |
| 30D | -0.8% | -4.7% | +4.0% | +0.3% |
| 3M | +5.8% | +6.7% | -0.9% | +4.0% |
| 6M | +8.0% | +12.6% | -4.6% | +4.8% |
| YTD | +25.6% | +19.1% | +6.5% | +20.1% |
| 1Y | +0.8% | +22.6% | -21.8% | -4.4% |
| 3Y | +86.1% | +127.1% | -41.0% | +50.7% |
| 5Y | +100.2% | +71.8% | +28.4% | +69.7% |
| 10Y | +494.2% | +287.2% | +207.0% | +293.4% |
| All | +69,298.0% | +2,855.6% | +66,442.4% | +20,633.3% |
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