+50.9%
FERG vs FITB
+128.2%
-77.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.1% |
| 7D | +0.9% | -0.4% | +1.3% | +1.1% |
| 30D | -15.1% | -5.1% | -9.9% | -13.3% |
| 3M | -4.8% | +3.5% | -8.4% | -6.4% |
| 6M | -2.5% | +17.2% | -19.7% | -9.0% |
| YTD | +1.8% | +17.6% | -15.8% | -5.5% |
| 1Y | -0.3% | +23.4% | -23.7% | -9.5% |
| All | +50.9% | +128.2% | -77.3% | +17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling