+141.6%
FITB vs ALL
+117.7%
+23.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.8% | +1.0% |
| 7D | +2.8% | +5.0% | -2.3% | +1.5% |
| 30D | +9.8% | +13.3% | -3.5% | +6.3% |
| 3M | -5.2% | +3.2% | -8.3% | -6.0% |
| 6M | +17.3% | +25.3% | -8.0% | +9.4% |
| YTD | +19.3% | +30.5% | -11.2% | +9.7% |
| 1Y | +32.7% | +29.2% | +3.5% | +22.4% |
| 3Y | +141.6% | +119.1% | +22.5% | +131.3% |
| All | +141.6% | +117.7% | +23.9% | +131.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling