+376.5%
FIS vs FITB
+93.9%
+282.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +1.1% | +0.6% | +0.5% | +1.0% |
| 30D | -2.2% | -4.7% | +2.5% | -1.2% |
| 3M | +2.1% | +6.7% | -4.5% | +0.6% |
| 6M | -14.7% | +12.6% | -27.2% | -17.2% |
| YTD | -35.7% | +19.1% | -54.8% | -38.5% |
| 1Y | -37.1% | +22.6% | -59.7% | -40.2% |
| 3Y | -20.0% | +127.1% | -147.1% | -34.4% |
| 5Y | -62.1% | +71.8% | -133.9% | -67.1% |
| 10Y | -37.4% | +287.2% | -324.6% | -56.0% |
| All | +376.5% | +93.9% | +282.6% | +270.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling