-62.0%
FISV vs FITB
+24.3%
-86.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.5% | +4.9% | +5.1% |
| 7D | -2.7% | -0.3% | -2.4% | -2.5% |
| 30D | 0.0% | -5.7% | +5.7% | +3.0% |
| 3M | -2.8% | +3.2% | -5.9% | -4.3% |
| 6M | -11.8% | +23.4% | -35.2% | -21.4% |
| YTD | -23.2% | +18.8% | -42.0% | -31.8% |
| 1Y | -62.0% | +25.0% | -87.0% | -68.2% |
| All | -62.0% | +24.3% | -86.3% | -68.2% |
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