+74,290.4%
FAST vs FITB
+2,803.0%
+71,487.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | 0.0% |
| 7D | +0.7% | -1.8% | +2.5% | +1.1% |
| 30D | +4.6% | +4.8% | -0.2% | +3.4% |
| 3M | +6.4% | -6.4% | +12.8% | +8.0% |
| 6M | +20.6% | +7.9% | +12.7% | +18.1% |
| YTD | +34.7% | +17.0% | +17.7% | +29.3% |
| 1Y | +29.7% | +29.9% | -0.3% | +21.3% |
| 3Y | +89.9% | +124.8% | -34.9% | +54.6% |
| 5Y | +105.0% | +46.4% | +58.5% | +80.6% |
| 10Y | +594.2% | +258.1% | +336.0% | +367.6% |
| All | +74,290.4% | +2,803.0% | +71,487.4% | +22,205.5% |
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