+345.4%
FITB vs ACWI
+356.8%
-11.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.1% |
| 7D | +0.6% | +0.5% | +0.1% | -0.2% |
| 30D | -4.7% | +0.9% | -5.6% | -6.1% |
| 3M | +6.7% | +2.4% | +4.3% | +1.9% |
| 6M | +12.6% | +12.4% | +0.2% | -7.7% |
| YTD | +19.1% | +15.2% | +4.0% | -6.2% |
| 1Y | +22.6% | +22.7% | -0.1% | -13.0% |
| 3Y | +127.1% | +75.8% | +51.3% | -10.6% |
| 5Y | +71.8% | +67.7% | +4.1% | -27.0% |
| 10Y | +287.2% | +229.0% | +58.2% | -44.4% |
| All | +345.4% | +356.8% | -11.4% | -48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling