+203.1%
FITB vs DG
+105.9%
+97.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.1% | -0.6% |
| 7D | +0.8% | -2.5% | +3.3% | +1.3% |
| 30D | +7.3% | +7.7% | -0.4% | +5.8% |
| 3M | -6.3% | +13.1% | -19.4% | -8.6% |
| 6M | +12.6% | +32.0% | -19.5% | +6.4% |
| YTD | +18.0% | +3.3% | +14.6% | +16.3% |
| 1Y | +28.9% | +31.7% | -2.8% | +21.2% |
| 3Y | +139.4% | +21.7% | +117.7% | +120.9% |
| 5Y | +47.2% | -34.7% | +82.0% | +57.3% |
| All | +203.1% | +105.9% | +97.2% | +148.9% |
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