+285.6%
FITB vs ECL
+149.7%
+136.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | +1.0% |
| 7D | -0.4% | -2.7% | +2.4% | +1.7% |
| 30D | -5.1% | -4.3% | -0.9% | -2.2% |
| 3M | +3.5% | +3.2% | +0.3% | +0.5% |
| 6M | +17.2% | -2.9% | +20.1% | +18.8% |
| YTD | +17.6% | +4.3% | +13.4% | +12.8% |
| 1Y | +23.4% | +1.6% | +21.7% | +19.9% |
| 3Y | +129.7% | +54.3% | +75.5% | +56.1% |
| 5Y | +68.4% | +26.5% | +41.9% | +31.4% |
| 10Y | +285.6% | +155.6% | +130.1% | +83.9% |
| All | +285.6% | +149.7% | +136.0% | +83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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