+283.9%
FITB vs D
+35.9%
+248.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.9% |
| 7D | +2.8% | +0.8% | +2.1% | +2.5% |
| 30D | -4.5% | -0.7% | -3.8% | -4.2% |
| 3M | +5.7% | +2.1% | +3.6% | +4.6% |
| 6M | +17.1% | +6.8% | +10.3% | +13.3% |
| YTD | +18.3% | +16.5% | +1.8% | +10.1% |
| 1Y | +23.9% | +19.2% | +4.7% | +13.8% |
| 3Y | +131.1% | +61.9% | +69.2% | +80.8% |
| 5Y | +71.1% | +6.5% | +64.5% | +59.6% |
| 10Y | +283.9% | +35.3% | +248.6% | +271.2% |
| All | +283.9% | +35.9% | +248.0% | +271.2% |
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