+2,896.1%
FITB vs D
+2,347.4%
+548.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.6% |
| 7D | +0.6% | +0.4% | +0.2% | +0.4% |
| 30D | -4.7% | -3.6% | -1.2% | -3.0% |
| 3M | +6.7% | -1.0% | +7.7% | +7.1% |
| 6M | +12.6% | +6.3% | +6.3% | +8.4% |
| YTD | +19.1% | +14.7% | +4.4% | +10.1% |
| 1Y | +22.6% | +16.9% | +5.7% | +11.8% |
| 3Y | +127.1% | +56.8% | +70.3% | +73.2% |
| 5Y | +71.8% | +5.2% | +66.6% | +58.8% |
| 10Y | +287.2% | +35.9% | +251.3% | +198.7% |
| All | +2,896.1% | +2,347.4% | +548.7% | +501.5% |
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 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