-3.7%
FISV vs FITB
+36.9%
-40.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.5% | +4.8% | +5.7% |
| 7D | +29.6% | +2.3% | +27.3% | +28.3% |
| 30D | +34.5% | +7.7% | +26.8% | +30.2% |
| 3M | +11.2% | -4.5% | +15.7% | +13.1% |
| 6M | -1.2% | +12.5% | -13.7% | -5.6% |
| YTD | -7.6% | +19.8% | -27.4% | -14.7% |
| 1Y | -3.7% | +34.1% | -37.9% | -17.2% |
| All | -3.7% | +36.9% | -40.6% | -17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling