+143.8%
FITB vs A
+67.3%
+76.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.1% | -0.6% | +1.5% |
| 7D | -1.1% | +4.8% | -5.9% | -2.6% |
| 30D | +7.3% | +5.6% | +1.7% | +5.4% |
| 3M | -4.0% | +23.6% | -27.6% | -10.8% |
| 6M | +11.9% | +56.4% | -44.5% | -5.1% |
| YTD | +19.0% | +33.4% | -14.4% | +6.9% |
| 1Y | +31.0% | +23.7% | +7.3% | +21.3% |
| 3Y | +143.8% | +71.0% | +72.8% | +101.1% |
| All | +143.8% | +67.3% | +76.5% | +101.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling