+244.2%
FITB vs D
+42.6%
+201.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.1% |
| 7D | -1.5% | +3.0% | -4.5% | -2.8% |
| 30D | +5.8% | +11.5% | -5.7% | +0.9% |
| 3M | -6.1% | +3.7% | -9.8% | -7.7% |
| 6M | +5.9% | +13.5% | -7.6% | -0.1% |
| YTD | +16.1% | +20.7% | -4.6% | +6.3% |
| 1Y | +28.8% | +18.2% | +10.6% | +18.7% |
| 3Y | +126.0% | +73.3% | +52.7% | +71.4% |
| 5Y | +45.3% | +12.3% | +33.0% | +32.4% |
| All | +244.2% | +42.6% | +201.6% | +237.5% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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