+1,164.7%
FITB vs ALL
+3,667.9%
-2,503.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.2% | +0.7% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | -4.7% | -1.5% | -3.3% | -4.1% |
| 3M | +6.7% | +23.6% | -16.9% | -8.9% |
| 6M | +12.6% | +22.3% | -9.8% | -3.5% |
| YTD | +19.1% | +26.5% | -7.4% | -0.9% |
| 1Y | +22.6% | +27.0% | -4.4% | +1.4% |
| 3Y | +127.1% | +149.6% | -22.5% | +12.3% |
| 5Y | +71.8% | +118.1% | -46.3% | -7.8% |
| 10Y | +287.2% | +369.0% | -81.8% | +28.2% |
| All | +1,164.7% | +3,667.9% | -2,503.1% | +96.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling