+2,892.9%
FITB vs ECL
+14,336.9%
-11,444.0%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.5% | +1.3% |
| 7D | -1.1% | -0.5% | -0.6% | -0.8% |
| 30D | +7.3% | +8.8% | -1.5% | +1.9% |
| 3M | -4.0% | +7.8% | -11.8% | -8.6% |
| 6M | +11.9% | +21.3% | -9.4% | -1.2% |
| YTD | +19.0% | +17.8% | +1.2% | +6.7% |
| 1Y | +31.0% | +21.1% | +10.0% | +15.4% |
| 3Y | +143.8% | +80.1% | +63.7% | +64.3% |
| 5Y | +48.9% | +40.5% | +8.4% | +14.9% |
| 10Y | +236.6% | +197.7% | +38.9% | +70.7% |
| All | +2,892.9% | +14,336.9% | -11,444.0% | +408.6% |
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