+34.1%
FITB vs ALL
+42.7%
-8.5%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.9% | -1.4% | +1.0% |
| 7D | +2.3% | +7.5% | -5.2% | +1.2% |
| 30D | +7.7% | +19.7% | -12.0% | +5.0% |
| 3M | -4.5% | +2.9% | -7.4% | -5.2% |
| 6M | +12.5% | +23.5% | -11.0% | +7.5% |
| YTD | +19.8% | +31.1% | -11.4% | +13.1% |
| 1Y | +34.1% | +40.5% | -6.3% | +23.1% |
| All | +34.1% | +42.7% | -8.5% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling