-71.4%
FIS vs FITB
+44.6%
-116.0%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.5% | -1.9% |
| 7D | -25.5% | -1.5% | -23.9% | -25.1% |
| 30D | -15.1% | +5.8% | -20.9% | -17.3% |
| 3M | -32.1% | -6.1% | -26.0% | -30.4% |
| 6M | -36.1% | +5.9% | -42.0% | -38.0% |
| YTD | -55.4% | +16.1% | -71.5% | -58.9% |
| 1Y | -53.9% | +28.8% | -82.7% | -59.6% |
| 3Y | -39.8% | +126.0% | -165.8% | -61.7% |
| All | -71.4% | +44.6% | -116.0% | -78.5% |
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