+282.0%
FITB vs DG
+99.2%
+182.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.7% |
| 7D | -1.0% | -6.3% | +5.3% | +0.2% |
| 30D | -5.5% | +2.4% | -7.9% | -6.0% |
| 3M | +4.1% | +12.4% | -8.3% | +1.6% |
| 6M | +18.7% | -14.9% | +33.6% | +21.6% |
| YTD | +18.2% | -6.1% | +24.2% | +18.6% |
| 1Y | +23.7% | +17.9% | +5.8% | +18.6% |
| 3Y | +130.8% | +3.1% | +127.6% | +120.3% |
| 5Y | +69.8% | -38.7% | +108.4% | +83.0% |
| All | +282.0% | +99.2% | +182.8% | +198.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 10y: compounded portfolio wealth divided by compounded DG 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…
10y analysis · Full analysis span regression · 6 months rolling