+3.1%
FERG vs FITB
+36.9%
-33.8%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.5% | +1.2% | +2.1% |
| 7D | +7.7% | +2.3% | +5.4% | +6.7% |
| 30D | +11.5% | +7.7% | +3.8% | +8.0% |
| 3M | -2.4% | -4.5% | +2.1% | -0.6% |
| 6M | -4.0% | +12.5% | -16.5% | -9.9% |
| YTD | +13.4% | +19.8% | -6.4% | +0.1% |
| 1Y | +3.1% | +34.1% | -31.1% | -17.6% |
| All | +3.1% | +36.9% | -33.8% | -17.6% |
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