+47.5%
FITB vs COMP
-10.9%
+58.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.9% |
| 7D | +2.8% | 0.0% | +2.8% | +2.7% |
| 30D | +9.8% | +16.6% | -6.8% | +7.2% |
| 3M | -5.2% | -23.5% | +18.4% | -2.1% |
| 6M | +17.3% | +25.7% | -8.4% | +12.3% |
| YTD | +19.3% | -3.4% | +22.7% | +16.9% |
| 1Y | +32.7% | +7.6% | +25.1% | +27.9% |
| 3Y | +141.6% | +423.6% | -282.0% | +78.0% |
| All | +47.5% | -10.9% | +58.4% | +24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling