+3,916.3%
FDX vs FITB
+2,780.8%
+1,135.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -2.0% | -2.5% |
| 7D | -1.6% | -1.5% | -0.1% | -1.2% |
| 30D | +6.6% | +5.8% | +0.8% | +5.0% |
| 3M | -2.1% | -6.1% | +4.0% | -0.4% |
| 6M | +2.2% | +5.9% | -3.8% | +0.4% |
| YTD | +33.9% | +16.1% | +17.8% | +28.4% |
| 1Y | +50.2% | +28.8% | +21.4% | +40.0% |
| 3Y | +65.5% | +126.0% | -60.5% | +32.8% |
| 5Y | +74.1% | +45.3% | +28.8% | +54.5% |
| 10Y | +156.7% | +255.4% | -98.7% | +75.6% |
| All | +3,916.3% | +2,780.8% | +1,135.6% | +1,160.3% |
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