+1,348.4%
FERG vs FITB
+801.2%
+547.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.3% |
| 7D | 0.0% | +0.6% | -0.6% | -0.1% |
| 30D | -10.2% | -4.7% | -5.4% | -9.6% |
| 3M | -0.6% | +6.7% | -7.3% | -1.4% |
| 6M | -6.5% | +12.6% | -19.1% | -7.9% |
| YTD | +4.2% | +19.1% | -14.9% | +1.9% |
| 1Y | -2.3% | +22.6% | -24.9% | -4.8% |
| 3Y | +48.5% | +127.1% | -78.6% | +36.0% |
| 5Y | +72.0% | +71.8% | +0.2% | +60.5% |
| 10Y | +369.9% | +287.2% | +82.7% | +327.9% |
| All | +1,348.4% | +801.2% | +547.2% | +1,175.3% |
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