+1,163.4%
FITB vs ALL
+3,584.0%
-2,420.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.8% |
| 7D | -1.1% | -3.9% | +2.8% | +1.5% |
| 30D | +7.3% | +10.6% | -3.3% | 0.0% |
| 3M | -4.0% | -4.6% | +0.6% | -1.7% |
| 6M | +11.9% | +20.2% | -8.3% | -3.4% |
| YTD | +19.0% | +23.7% | -4.7% | -0.1% |
| 1Y | +31.0% | +27.9% | +3.1% | +7.4% |
| 3Y | +143.8% | +109.2% | +34.6% | +36.1% |
| 5Y | +48.9% | +148.0% | -99.1% | -27.3% |
| 10Y | +236.6% | +363.8% | -127.2% | +11.8% |
| All | +1,163.4% | +3,584.0% | -2,420.6% | +98.0% |
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 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