+282.0%
FITB vs A
+247.2%
+34.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.6% | +1.0% |
| 7D | -1.0% | -4.6% | +3.6% | +1.3% |
| 30D | -5.5% | -4.3% | -1.2% | -3.7% |
| 3M | +4.1% | +8.9% | -4.8% | -1.0% |
| 6M | +18.7% | +24.5% | -5.8% | +3.8% |
| YTD | +18.2% | +5.8% | +12.3% | +12.3% |
| 1Y | +23.7% | +16.2% | +7.4% | +10.8% |
| 3Y | +130.8% | +28.5% | +102.3% | +88.0% |
| 5Y | +69.8% | -16.3% | +86.1% | +73.4% |
| All | +282.0% | +247.2% | +34.8% | +88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling