+143.8%
FITB vs ECL
+78.6%
+65.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.5% | +1.6% |
| 7D | -1.1% | -0.5% | -0.6% | -0.9% |
| 30D | +7.3% | +8.8% | -1.5% | +3.7% |
| 3M | -4.0% | +7.8% | -11.8% | -7.0% |
| 6M | +11.9% | +21.3% | -9.4% | +3.0% |
| YTD | +19.0% | +17.8% | +1.2% | +10.8% |
| 1Y | +31.0% | +21.1% | +10.0% | +20.6% |
| 3Y | +143.8% | +80.1% | +63.7% | +92.8% |
| All | +143.8% | +78.6% | +65.2% | +92.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling