+44.7%
FITB vs COMP
-17.6%
+62.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.7% | -11.5% | -2.2% |
| 7D | -1.5% | +13.4% | -15.0% | -3.4% |
| 30D | +5.8% | +11.1% | -5.3% | +4.0% |
| 3M | -6.1% | -18.8% | +12.7% | -3.9% |
| 6M | +5.9% | +10.5% | -4.6% | +3.2% |
| YTD | +16.1% | -3.4% | +19.5% | +13.8% |
| 1Y | +28.8% | +19.7% | +9.1% | +22.4% |
| 3Y | +126.0% | +381.6% | -255.6% | +68.6% |
| All | +44.7% | -17.6% | +62.3% | +23.5% |
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