+23.4%
FITB vs ED
+15.3%
+8.0%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.6% |
| 7D | -0.4% | -0.2% | -0.2% | -0.4% |
| 30D | -5.1% | +1.9% | -7.1% | -5.0% |
| 3M | +3.5% | +1.9% | +1.7% | +3.8% |
| 6M | +17.2% | -2.3% | +19.5% | +16.3% |
| YTD | +17.6% | +10.9% | +6.7% | +18.7% |
| 1Y | +23.4% | +14.5% | +8.8% | +23.2% |
| All | +23.4% | +15.3% | +8.0% | +23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling