-65.6%
FIS vs FITB
+71.1%
-136.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.7% | -5.2% | -5.6% |
| 7D | -3.5% | +2.8% | -6.3% | -4.6% |
| 30D | -7.8% | -4.5% | -3.3% | -5.9% |
| 3M | +0.8% | +5.7% | -4.8% | -1.7% |
| 6M | -21.9% | +17.1% | -39.0% | -27.7% |
| YTD | -39.5% | +18.3% | -57.8% | -44.5% |
| 1Y | -41.0% | +23.9% | -64.9% | -47.2% |
| 3Y | -23.6% | +131.1% | -154.7% | -51.9% |
| 5Y | -65.6% | +71.1% | -136.7% | -75.3% |
| All | -65.6% | +71.1% | -136.8% | -75.3% |
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