-60.0%
FISV vs FITB
+128.2%
-188.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.8% | -4.1% |
| 7D | -6.4% | -0.4% | -6.0% | -6.2% |
| 30D | -6.8% | -5.1% | -1.7% | -5.0% |
| 3M | -10.0% | +3.5% | -13.5% | -11.0% |
| 6M | -20.6% | +17.2% | -37.8% | -25.3% |
| YTD | -27.6% | +17.6% | -45.2% | -32.1% |
| 1Y | -64.3% | +23.4% | -87.7% | -67.2% |
| All | -60.0% | +128.2% | -188.2% | -68.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling