+71.1%
FITB vs A
-14.2%
+85.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | +0.4% |
| 7D | +2.8% | -2.1% | +4.9% | +3.7% |
| 30D | -4.5% | +0.6% | -5.1% | -5.0% |
| 3M | +5.7% | +10.9% | -5.2% | +0.8% |
| 6M | +17.1% | +28.2% | -11.0% | +4.0% |
| YTD | +18.3% | +8.6% | +9.8% | +12.8% |
| 1Y | +23.9% | +15.5% | +8.4% | +14.2% |
| 3Y | +131.1% | +31.8% | +99.3% | +93.4% |
| 5Y | +71.1% | -14.9% | +86.0% | +49.6% |
| All | +71.1% | -14.2% | +85.3% | +49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling