-53.7%
FIS vs FITB
+30.8%
-84.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.0% | +3.9% |
| 7D | +2.8% | +2.8% | +0.1% | +2.2% |
| 30D | -16.7% | +9.8% | -26.5% | -18.7% |
| 3M | -32.3% | -5.2% | -27.1% | -31.5% |
| 6M | -29.1% | +17.3% | -46.4% | -31.3% |
| YTD | -54.1% | +19.3% | -73.4% | -56.0% |
| 1Y | -53.7% | +32.7% | -86.4% | -57.2% |
| All | -53.7% | +30.8% | -84.5% | -57.2% |
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