-83.2%
FIG vs FITB
+35.2%
-118.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.7% | +2.6% |
| 7D | +3.4% | +2.8% | +0.6% | +3.0% |
| 30D | -9.5% | +9.8% | -19.2% | -10.0% |
| 3M | -26.2% | -5.2% | -21.0% | -26.3% |
| 6M | +2.7% | +17.3% | -14.6% | +0.9% |
| YTD | -48.0% | +19.3% | -67.2% | -50.8% |
| 1Y | -52.0% | +32.7% | -84.7% | -56.3% |
| All | -83.2% | +35.2% | -118.4% | -85.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling