+215.9%
FITB vs A
+308.8%
-92.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | -0.6% | -0.1% | -0.5% | -0.5% |
| 30D | +7.0% | +3.3% | +3.8% | +5.1% |
| 3M | -4.8% | +18.5% | -23.3% | -13.3% |
| 6M | +13.5% | +59.3% | -45.8% | -12.6% |
| YTD | +19.1% | +31.0% | -11.9% | +1.1% |
| 1Y | +30.8% | +19.3% | +11.4% | +16.7% |
| 3Y | +141.6% | +66.8% | +74.8% | +71.1% |
| 5Y | +48.3% | +15.5% | +32.8% | +26.8% |
| 10Y | +215.9% | +312.3% | -96.4% | +44.3% |
| All | +215.9% | +308.8% | -92.9% | +44.3% |
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