+71.1%
FITB vs ECL
+29.5%
+41.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.4% |
| 7D | +2.8% | -0.8% | +3.6% | +3.2% |
| 30D | -4.5% | -2.5% | -2.0% | -3.4% |
| 3M | +5.7% | +8.3% | -2.7% | +0.8% |
| 6M | +17.1% | -1.1% | +18.2% | +17.2% |
| YTD | +18.3% | +6.5% | +11.8% | +13.7% |
| 1Y | +23.9% | +2.1% | +21.8% | +21.3% |
| 3Y | +131.1% | +57.6% | +73.5% | +73.5% |
| 5Y | +71.1% | +28.1% | +43.0% | +35.0% |
| All | +71.1% | +29.5% | +41.6% | +35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling