+141.9%
FITB vs A
+566.3%
-424.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.3% |
| 3M | -4.0% | +23.6% | -27.6% | -10.9% |
| 6M | +11.9% | +56.4% | -44.5% | -4.8% |
| YTD | +19.0% | +33.4% | -14.4% | +6.4% |
| 1Y | +31.0% | +23.7% | +7.3% | +20.1% |
| 3Y | +143.8% | +71.0% | +72.8% | +97.6% |
| 5Y | +48.9% | +16.8% | +32.0% | +35.3% |
| 10Y | +236.6% | +323.8% | -87.2% | +105.0% |
| All | +141.9% | +566.3% | -424.3% | +11.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling