+11,131.7%
FISV vs FITB
+2,855.6%
+8,276.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -0.3% | +0.6% | -0.9% | -0.5% |
| 30D | -2.1% | -4.7% | +2.7% | -0.9% |
| 3M | -5.7% | +6.7% | -12.4% | -7.2% |
| 6M | -15.3% | +12.6% | -27.9% | -17.8% |
| YTD | -21.1% | +19.1% | -40.2% | -24.5% |
| 1Y | -61.1% | +22.6% | -83.7% | -63.0% |
| 3Y | -56.8% | +127.1% | -184.0% | -64.9% |
| 5Y | -54.2% | +71.8% | -126.0% | -60.7% |
| 10Y | +1.6% | +287.2% | -285.6% | -30.8% |
| All | +11,131.7% | +2,855.6% | +8,276.1% | +3,327.6% |
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