+224.4%
FITB vs ECL
+196.4%
+28.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.1% |
| 7D | +0.5% | +0.4% | 0.0% | +0.1% |
| 30D | +7.0% | +8.6% | -1.6% | +0.6% |
| 3M | -4.4% | +7.9% | -12.2% | -9.9% |
| 6M | +11.6% | +21.0% | -9.5% | -3.9% |
| YTD | +18.6% | +17.5% | +1.1% | +3.9% |
| 1Y | +29.8% | +19.7% | +10.2% | +12.1% |
| 3Y | +140.7% | +77.4% | +63.3% | +47.2% |
| 5Y | +48.6% | +38.7% | +9.9% | +9.2% |
| 10Y | +224.4% | +193.5% | +30.9% | +47.1% |
| All | +224.4% | +196.4% | +28.0% | +47.1% |
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