+206.5%
FITB vs ED
+147.1%
+59.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.7% |
| 7D | +2.8% | +2.1% | +0.7% | +2.1% |
| 30D | +9.8% | +10.4% | -0.6% | +6.3% |
| 3M | -5.2% | +12.5% | -17.7% | -8.8% |
| 6M | +17.3% | +14.9% | +2.4% | +11.9% |
| YTD | +19.3% | +24.8% | -5.5% | +10.3% |
| 1Y | +32.7% | +23.8% | +8.9% | +22.8% |
| 3Y | +141.6% | +51.6% | +89.9% | +104.0% |
| 5Y | +48.9% | +86.4% | -37.6% | +14.9% |
| All | +206.5% | +147.1% | +59.4% | +163.1% |
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