+183.9%
FDX vs FITB
+293.2%
-109.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -2.5% | +0.6% | -3.1% | -2.8% |
| 30D | +3.8% | -4.7% | +8.5% | +6.0% |
| 3M | -1.3% | +6.7% | -8.0% | -4.4% |
| 6M | +5.0% | +12.6% | -7.5% | -0.8% |
| YTD | +39.6% | +19.1% | +20.5% | +28.1% |
| 1Y | +81.1% | +22.6% | +58.5% | +63.5% |
| 3Y | +63.0% | +127.1% | -64.1% | +10.3% |
| 5Y | +65.6% | +71.8% | -6.2% | +23.5% |
| All | +183.9% | +293.2% | -109.4% | +44.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling