+2,896.1%
FITB vs ED
+2,217.3%
+678.8%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.2% | +0.5% |
| 7D | +0.6% | -0.2% | +0.8% | +0.7% |
| 30D | -4.7% | -0.1% | -4.6% | -4.7% |
| 3M | +6.7% | +3.9% | +2.7% | +4.5% |
| 6M | +12.6% | -3.0% | +15.6% | +13.7% |
| YTD | +19.1% | +10.7% | +8.4% | +12.5% |
| 1Y | +22.6% | +13.3% | +9.3% | +14.0% |
| 3Y | +127.1% | +34.5% | +92.6% | +89.9% |
| 5Y | +71.8% | +67.1% | +4.7% | +26.0% |
| 10Y | +287.2% | +103.0% | +184.1% | +142.0% |
| All | +2,896.1% | +2,217.3% | +678.8% | +509.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling