+854.8%
FCX vs FITB
+1,016.7%
-161.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.6% | +2.9% |
| 7D | -0.8% | -0.6% | -0.2% | -0.5% |
| 30D | -15.1% | +7.0% | -22.1% | -17.0% |
| 3M | -9.6% | -4.8% | -4.8% | -8.2% |
| 6M | -3.1% | +13.5% | -16.6% | -7.5% |
| YTD | +23.4% | +19.1% | +4.4% | +15.7% |
| 1Y | +52.7% | +30.8% | +21.9% | +38.7% |
| 3Y | +91.4% | +141.6% | -50.2% | +41.0% |
| 5Y | +62.7% | +48.3% | +14.5% | +39.8% |
| 10Y | +395.9% | +215.9% | +179.9% | +236.1% |
| All | +854.8% | +1,016.7% | -161.9% | +373.5% |
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