+71.1%
FITB vs EAT
+326.5%
-255.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | +0.1% |
| 7D | +2.8% | -4.9% | +7.7% | +4.0% |
| 30D | -4.5% | -1.2% | -3.3% | -4.6% |
| 3M | +5.7% | +52.2% | -46.6% | -5.0% |
| 6M | +17.1% | +65.0% | -47.9% | +2.2% |
| YTD | +18.3% | +55.0% | -36.7% | +4.5% |
| 1Y | +23.9% | +42.1% | -18.2% | +11.1% |
| 3Y | +131.1% | +614.7% | -483.6% | +25.1% |
| 5Y | +71.1% | +322.7% | -251.7% | +0.1% |
| All | +71.1% | +326.5% | -255.4% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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