+135.5%
FITB vs ALL
+155.4%
-19.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.2% | +0.2% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | -4.7% | -1.5% | -3.3% | -4.5% |
| 3M | +6.7% | +23.6% | -16.9% | -0.3% |
| 6M | +12.6% | +22.3% | -9.8% | +5.4% |
| YTD | +19.1% | +26.5% | -7.4% | +10.1% |
| 1Y | +22.6% | +27.0% | -4.4% | +13.1% |
| All | +135.5% | +155.4% | -19.9% | +75.0% |
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