+225.8%
FIS vs FITB
+93.1%
+132.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -27.4% | +0.5% | -27.9% | -27.6% |
| 30D | -16.8% | +7.0% | -23.8% | -18.2% |
| 3M | -32.6% | -4.4% | -28.3% | -32.1% |
| 6M | -33.4% | +11.6% | -45.0% | -35.2% |
| YTD | -56.0% | +18.6% | -74.7% | -57.9% |
| 1Y | -55.1% | +29.8% | -84.9% | -57.9% |
| 3Y | -41.4% | +140.7% | -182.1% | -52.6% |
| 5Y | -72.7% | +48.6% | -121.3% | -75.6% |
| 10Y | -55.5% | +224.4% | -279.9% | -67.7% |
| All | +225.8% | +93.1% | +132.7% | +153.3% |
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 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