+47.5%
FITB vs ACWI
+58.7%
-11.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.4% |
| 7D | +2.8% | +2.4% | +0.3% | 0.0% |
| 30D | +9.8% | -1.7% | +11.5% | +11.7% |
| 3M | -5.2% | -3.9% | -1.2% | -0.9% |
| 6M | +17.3% | +0.8% | +16.5% | +15.4% |
| YTD | +19.3% | +11.0% | +8.3% | +4.2% |
| 1Y | +32.7% | +13.1% | +19.6% | +13.4% |
| 3Y | +141.6% | +73.9% | +67.7% | +20.2% |
| All | +47.5% | +58.7% | -11.2% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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