-79.1%
FIG vs FITB
+35.0%
-114.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.4% |
| 7D | -16.3% | +0.6% | -16.9% | -16.3% |
| 30D | -14.3% | -4.7% | -9.6% | -14.2% |
| 3M | +7.2% | +6.7% | +0.5% | +6.8% |
| 6M | -18.6% | +12.6% | -31.2% | -20.5% |
| YTD | -35.5% | +19.1% | -54.6% | -38.8% |
| 1Y | -55.8% | +22.6% | -78.4% | -60.8% |
| All | -79.1% | +35.0% | -114.2% | -81.4% |
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