+29.8%
FITB vs ECL
+20.7%
+9.2%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +0.5% | +0.4% | 0.0% | +0.3% |
| 30D | +7.0% | +8.6% | -1.6% | +3.0% |
| 3M | -4.4% | +7.9% | -12.2% | -7.7% |
| 6M | +11.6% | +21.0% | -9.5% | +0.9% |
| YTD | +18.6% | +17.5% | +1.1% | +7.5% |
| 1Y | +29.8% | +19.7% | +10.2% | +16.3% |
| All | +29.8% | +20.7% | +9.2% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling