+141.2%
FITB vs A
+557.8%
-416.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.1% |
| 7D | +0.5% | +1.4% | -0.9% | 0.0% |
| 30D | +7.0% | +4.3% | +2.7% | +5.4% |
| 3M | -4.4% | +19.8% | -24.1% | -10.3% |
| 6M | +11.6% | +54.4% | -42.8% | -4.7% |
| YTD | +18.6% | +31.7% | -13.1% | +6.5% |
| 1Y | +29.8% | +22.4% | +7.4% | +19.4% |
| 3Y | +140.7% | +67.7% | +73.0% | +96.3% |
| 5Y | +48.6% | +15.7% | +32.9% | +35.5% |
| 10Y | +224.4% | +308.7% | -84.3% | +99.8% |
| All | +141.2% | +557.8% | -416.6% | +11.4% |
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