-80.3%
FIG vs FITB
+34.2%
-114.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.7% | -5.0% | -5.7% |
| 7D | -16.4% | +2.8% | -19.2% | -16.4% |
| 30D | -2.3% | -4.5% | +2.2% | -2.2% |
| 3M | +7.8% | +5.7% | +2.2% | +7.5% |
| 6M | -21.8% | +17.1% | -39.0% | -24.3% |
| YTD | -39.1% | +18.3% | -57.5% | -42.3% |
| 1Y | -56.6% | +23.9% | -80.5% | -61.2% |
| All | -80.3% | +34.2% | -114.5% | -82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling