+23.9%
FITB vs ALL
+28.5%
-4.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.2% |
| 7D | +2.8% | -1.7% | +4.5% | +3.1% |
| 30D | -4.5% | -4.7% | +0.2% | -3.7% |
| 3M | +5.7% | +18.4% | -12.7% | +0.7% |
| 6M | +17.1% | +20.5% | -3.4% | +10.7% |
| YTD | +18.3% | +23.5% | -5.2% | +10.9% |
| 1Y | +23.9% | +29.0% | -5.1% | +14.5% |
| All | +23.9% | +28.5% | -4.6% | +14.5% |
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