+71.1%
FITB vs CAPR
+87.6%
-16.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +3.0% | -0.6% |
| 7D | +2.8% | -9.5% | +12.3% | +3.0% |
| 30D | -4.5% | +121.5% | -126.0% | -5.8% |
| 3M | +5.7% | -65.4% | +71.0% | +6.2% |
| 6M | +17.1% | -67.5% | +84.6% | +17.7% |
| YTD | +18.3% | -68.6% | +86.9% | +18.9% |
| 1Y | +23.9% | +42.7% | -18.8% | +17.8% |
| 3Y | +131.1% | +43.4% | +87.7% | +105.4% |
| 5Y | +71.1% | +86.0% | -15.0% | +44.4% |
| All | +71.1% | +87.6% | -16.5% | +44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling