+2,896.1%
FITB vs ECL
+13,009.7%
-10,113.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | +0.6% | -2.6% | +3.2% | +2.3% |
| 30D | -4.7% | -2.2% | -2.6% | -3.6% |
| 3M | +6.7% | +10.1% | -3.4% | +0.1% |
| 6M | +12.6% | -5.7% | +18.3% | +16.0% |
| YTD | +19.1% | +7.0% | +12.2% | +13.5% |
| 1Y | +22.6% | +2.7% | +20.0% | +19.3% |
| 3Y | +127.1% | +57.7% | +69.4% | +66.3% |
| 5Y | +71.8% | +31.1% | +40.7% | +38.0% |
| 10Y | +287.2% | +150.9% | +136.3% | +117.5% |
| All | +2,896.1% | +13,009.7% | -10,113.6% | +440.9% |
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