+827.0%
FCX vs FITB
+1,012.4%
-185.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.1% |
| 7D | -2.4% | +0.5% | -2.8% | -2.5% |
| 30D | -18.0% | +7.0% | -25.0% | -19.8% |
| 3M | -14.3% | -4.4% | -9.9% | -13.1% |
| 6M | -1.7% | +11.6% | -13.3% | -5.7% |
| YTD | +19.8% | +18.6% | +1.2% | +12.5% |
| 1Y | +48.6% | +29.8% | +18.8% | +35.4% |
| 3Y | +85.8% | +140.7% | -54.9% | +37.1% |
| 5Y | +72.2% | +48.6% | +23.6% | +47.9% |
| 10Y | +386.3% | +224.4% | +161.9% | +227.4% |
| All | +827.0% | +1,012.4% | -185.4% | +360.3% |
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