-41.0%
FIS vs FITB
+23.3%
-64.3%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.7% | -5.2% | -5.7% |
| 7D | -3.5% | +2.8% | -6.3% | -4.2% |
| 30D | -7.8% | -4.5% | -3.3% | -6.7% |
| 3M | +0.8% | +5.7% | -4.8% | -0.3% |
| 6M | -21.9% | +17.1% | -39.0% | -24.9% |
| YTD | -39.5% | +18.3% | -57.8% | -42.2% |
| 1Y | -41.0% | +23.9% | -64.9% | -45.7% |
| All | -41.0% | +23.3% | -64.3% | -45.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling