+2,895.1%
FITB vs ECL
+14,389.6%
-11,494.5%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | 0.0% |
| 7D | -0.6% | -2.3% | +1.7% | +0.8% |
| 30D | +7.0% | +8.3% | -1.2% | +1.9% |
| 3M | -4.8% | +8.4% | -13.2% | -9.6% |
| 6M | +13.5% | +23.3% | -9.7% | -0.7% |
| YTD | +19.1% | +18.2% | +0.9% | +6.5% |
| 1Y | +30.8% | +18.8% | +12.0% | +16.6% |
| 3Y | +141.6% | +78.5% | +63.1% | +63.8% |
| 5Y | +48.3% | +40.1% | +8.2% | +14.7% |
| 10Y | +215.9% | +196.5% | +19.5% | +60.6% |
| All | +2,895.1% | +14,389.6% | -11,494.5% | +407.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling