+2,820.2%
FITB vs D
+2,450.0%
+370.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | 0.0% |
| 7D | -1.5% | +3.0% | -4.5% | -3.0% |
| 30D | +5.8% | +11.5% | -5.7% | -0.1% |
| 3M | -6.1% | +3.7% | -9.8% | -8.1% |
| 6M | +5.9% | +13.5% | -7.6% | -1.3% |
| YTD | +16.1% | +20.7% | -4.6% | +4.4% |
| 1Y | +28.8% | +18.2% | +10.6% | +16.8% |
| 3Y | +126.0% | +73.3% | +52.7% | +63.6% |
| 5Y | +45.3% | +12.3% | +33.0% | +30.0% |
| 10Y | +255.4% | +43.4% | +212.0% | +166.5% |
| All | +2,820.2% | +2,450.0% | +370.2% | +473.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling