-61.1%
FISV vs FITB
+23.7%
-84.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -0.3% | +0.6% | -0.9% | -0.6% |
| 30D | -2.1% | -4.7% | +2.7% | +0.2% |
| 3M | -5.7% | +6.7% | -12.4% | -8.6% |
| 6M | -15.3% | +12.6% | -27.9% | -20.6% |
| YTD | -21.1% | +19.1% | -40.2% | -29.8% |
| 1Y | -61.1% | +22.6% | -83.7% | -67.3% |
| All | -61.1% | +23.7% | -84.7% | -67.3% |
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 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