-40.2%
FIS vs FITB
+285.0%
-325.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.7% | -5.2% | -5.6% |
| 7D | -3.5% | +2.8% | -6.3% | -4.4% |
| 30D | -7.8% | -4.5% | -3.3% | -6.2% |
| 3M | +0.8% | +5.7% | -4.8% | -1.3% |
| 6M | -21.9% | +17.1% | -39.0% | -26.8% |
| YTD | -39.5% | +18.3% | -57.8% | -43.7% |
| 1Y | -41.0% | +23.9% | -64.9% | -46.2% |
| 3Y | -23.6% | +131.1% | -154.7% | -46.4% |
| 5Y | -65.6% | +71.1% | -136.7% | -73.3% |
| 10Y | -40.2% | +283.9% | -324.1% | -67.4% |
| All | -40.2% | +285.0% | -325.2% | -67.4% |
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 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