+149.8%
FDX vs FITB
+208.7%
-59.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.6% |
| 7D | +0.8% | +0.8% | -0.1% | +0.4% |
| 30D | +9.9% | +7.3% | +2.6% | +6.4% |
| 3M | -1.9% | -6.3% | +4.4% | +1.0% |
| 6M | +6.1% | +12.6% | -6.5% | +0.1% |
| YTD | +38.8% | +18.0% | +20.8% | +27.8% |
| 1Y | +50.0% | +28.9% | +21.1% | +32.5% |
| 3Y | +71.0% | +139.4% | -68.4% | +13.4% |
| 5Y | +72.5% | +47.2% | +25.3% | +38.3% |
| All | +149.8% | +208.7% | -59.0% | +35.0% |
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