+142.2%
FITB vs A
+457.0%
-314.9%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | +0.6% | -1.9% | +2.5% | +1.3% |
| 30D | -4.7% | +6.9% | -11.6% | -7.0% |
| 3M | +6.7% | +9.2% | -2.6% | +3.2% |
| 6M | +12.6% | +25.7% | -13.1% | +3.2% |
| YTD | +19.1% | +11.5% | +7.6% | +13.4% |
| 1Y | +22.6% | +18.4% | +4.3% | +14.0% |
| 3Y | +127.1% | +26.6% | +100.5% | +103.9% |
| 5Y | +71.8% | -12.8% | +84.6% | +72.1% |
| 10Y | +287.2% | +247.2% | +40.0% | +152.3% |
| All | +142.2% | +457.0% | -314.9% | +18.5% |
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