+138.9%
FITB vs D
+73.0%
+65.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | +0.8% | -3.1% | +3.9% | +1.8% |
| 30D | +7.3% | +8.4% | -1.0% | +4.5% |
| 3M | -6.3% | +0.2% | -6.5% | -6.5% |
| 6M | +12.6% | +9.5% | +3.1% | +9.2% |
| YTD | +18.0% | +18.8% | -0.8% | +11.2% |
| 1Y | +28.9% | +14.7% | +14.2% | +22.8% |
| All | +138.9% | +73.0% | +65.9% | +82.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling