+285.6%
FITB vs ED
+105.2%
+180.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -0.4% | -0.2% | -0.2% | -0.3% |
| 30D | -5.1% | +1.9% | -7.1% | -5.7% |
| 3M | +3.5% | +1.9% | +1.7% | +2.8% |
| 6M | +17.2% | -2.3% | +19.5% | +17.8% |
| YTD | +17.6% | +10.9% | +6.7% | +13.2% |
| 1Y | +23.4% | +14.5% | +8.8% | +17.2% |
| 3Y | +129.7% | +33.4% | +96.4% | +103.5% |
| 5Y | +68.4% | +67.3% | +1.1% | +35.9% |
| 10Y | +285.6% | +110.7% | +175.0% | +237.6% |
| All | +285.6% | +105.2% | +180.4% | +237.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 10y: compounded portfolio wealth divided by compounded ED 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…
10y analysis · Full analysis span regression · 6 months rolling