+23.9%
FITB vs D
+19.1%
+4.8%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.8% |
| 7D | +2.8% | +0.8% | +2.1% | +2.6% |
| 30D | -4.5% | -0.7% | -3.8% | -4.3% |
| 3M | +5.7% | +2.1% | +3.6% | +5.2% |
| 6M | +17.1% | +6.8% | +10.3% | +15.7% |
| YTD | +18.3% | +16.5% | +1.8% | +15.9% |
| 1Y | +23.9% | +19.2% | +4.7% | +21.2% |
| All | +23.9% | +19.1% | +4.8% | +21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling