+52.1%
FDX vs FITB
+30.5%
+21.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | -2.1% | -0.6% | -1.5% | -1.8% |
| 30D | +10.4% | +7.0% | +3.4% | +7.0% |
| 3M | +0.5% | -4.8% | +5.2% | +2.7% |
| 6M | +6.5% | +13.5% | -7.1% | -0.3% |
| YTD | +40.2% | +19.1% | +21.2% | +26.8% |
| 1Y | +52.1% | +30.8% | +21.3% | +30.7% |
| All | +52.1% | +30.5% | +21.6% | +30.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling