+0.5%
FERG vs FITB
+24.3%
-23.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | -2.6% | -0.3% | -2.3% | -2.5% |
| 30D | -8.9% | -5.7% | -3.2% | -6.9% |
| 3M | -2.0% | +3.2% | -5.2% | -3.6% |
| 6M | -3.2% | +23.4% | -26.6% | -11.5% |
| YTD | +1.5% | +18.8% | -17.3% | -6.5% |
| 1Y | +0.5% | +25.0% | -24.5% | -14.5% |
| All | +0.5% | +24.3% | -23.8% | -14.5% |
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