+247.6%
FIS vs FITB
+93.8%
+153.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.4% | +6.3% | +6.6% |
| 7D | +1.5% | -0.6% | +2.1% | +1.6% |
| 30D | -11.8% | +7.0% | -18.9% | -13.3% |
| 3M | -28.5% | -4.8% | -23.8% | -27.8% |
| 6M | -27.0% | +13.5% | -40.6% | -29.3% |
| YTD | -53.1% | +19.1% | -72.2% | -55.2% |
| 1Y | -52.8% | +30.8% | -83.5% | -55.8% |
| 3Y | -37.5% | +141.6% | -179.1% | -49.5% |
| 5Y | -71.1% | +48.3% | -119.4% | -74.1% |
| 10Y | -52.0% | +215.9% | -268.0% | -65.0% |
| All | +247.6% | +93.8% | +153.8% | +170.0% |
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