+71.6%
FITB vs D
+5.6%
+66.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | +0.6% | +1.5% | -0.9% | +0.1% |
| 30D | -4.7% | -2.6% | -2.2% | -3.8% |
| 3M | +6.7% | 0.0% | +6.7% | +6.6% |
| 6M | +12.6% | +7.4% | +5.2% | +9.3% |
| YTD | +19.1% | +15.9% | +3.2% | +12.4% |
| 1Y | +22.6% | +18.1% | +4.5% | +14.6% |
| 3Y | +127.1% | +58.4% | +68.7% | +83.7% |
| All | +71.6% | +5.6% | +66.0% | +55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling