+74.7%
FITB vs COMP
-53.0%
+127.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.4% | +7.1% | +0.7% |
| 7D | +0.5% | +7.2% | -6.7% | -0.6% |
| 30D | +7.0% | +6.4% | +0.6% | +5.8% |
| 3M | -4.4% | -19.4% | +15.1% | -2.1% |
| 6M | +11.6% | +14.6% | -3.0% | +8.2% |
| YTD | +18.6% | -5.5% | +24.1% | +16.6% |
| 1Y | +29.8% | +13.7% | +16.2% | +24.3% |
| 3Y | +140.7% | +409.7% | -269.0% | +79.8% |
| 5Y | +48.6% | -17.0% | +65.6% | +24.1% |
| All | +74.7% | -53.0% | +127.7% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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