+236.6%
FITB vs CAPR
-64.9%
+301.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +9.4% | -7.0% | +2.3% |
| 7D | -1.1% | +36.0% | -37.2% | -1.7% |
| 30D | +7.3% | +25.8% | -18.5% | +6.8% |
| 3M | -4.0% | +140.8% | -144.8% | -6.1% |
| 6M | +11.9% | -67.6% | +79.5% | +12.6% |
| YTD | +19.0% | -65.9% | +84.9% | +19.4% |
| 1Y | +31.0% | +66.1% | -35.1% | +21.6% |
| 3Y | +143.8% | +256.9% | -113.1% | +113.9% |
| 5Y | +48.9% | +172.1% | -123.2% | +29.4% |
| 10Y | +236.6% | -64.7% | +301.3% | +172.5% |
| All | +236.6% | -64.9% | +301.6% | +172.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling