+285.6%
FITB vs ALL
+359.1%
-73.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -0.4% | -2.2% | +1.8% | +1.2% |
| 30D | -5.1% | -5.6% | +0.4% | -1.3% |
| 3M | +3.5% | +17.2% | -13.7% | -9.6% |
| 6M | +17.2% | +23.2% | -6.0% | -2.0% |
| YTD | +17.6% | +23.6% | -6.0% | -2.7% |
| 1Y | +23.4% | +29.2% | -5.8% | -2.0% |
| 3Y | +129.7% | +153.8% | -24.1% | -5.3% |
| 5Y | +68.4% | +116.1% | -47.7% | -22.4% |
| 10Y | +285.6% | +364.8% | -79.2% | +0.2% |
| All | +285.6% | +359.1% | -73.4% | +0.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling