+130.0%
FITB vs BR
-5.0%
+135.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | -1.0% | -6.0% | +5.0% | +0.9% |
| 30D | -5.5% | -0.9% | -4.7% | -5.4% |
| 3M | +4.1% | +16.4% | -12.3% | -1.7% |
| 6M | +18.7% | -8.2% | +26.9% | +22.7% |
| YTD | +18.2% | -23.2% | +41.4% | +33.0% |
| 1Y | +23.7% | -30.9% | +54.6% | +47.8% |
| All | +130.0% | -5.0% | +135.0% | +110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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