+236.6%
FITB vs COO
+40.7%
+195.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.5% | 0.0% | +1.3% |
| 7D | -1.1% | +4.3% | -5.4% | -3.1% |
| 30D | +7.3% | +17.6% | -10.2% | -0.8% |
| 3M | -4.0% | -13.9% | +9.9% | +1.9% |
| 6M | +11.9% | +6.6% | +5.4% | +6.1% |
| YTD | +19.0% | -22.0% | +41.0% | +31.9% |
| 1Y | +31.0% | -8.8% | +39.8% | +33.9% |
| 3Y | +143.8% | -21.5% | +165.3% | +154.9% |
| 5Y | +48.9% | -41.0% | +89.9% | +79.2% |
| 10Y | +236.6% | +40.9% | +195.7% | +227.1% |
| All | +236.6% | +40.7% | +195.9% | +227.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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