+2,883.6%
FITB vs ED
+2,476.3%
+407.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.7% |
| 7D | +0.5% | +2.1% | -1.6% | -0.6% |
| 30D | +7.0% | +12.4% | -5.4% | +1.0% |
| 3M | -4.4% | +13.1% | -17.5% | -10.0% |
| 6M | +11.6% | +14.1% | -2.5% | +4.3% |
| YTD | +18.6% | +23.1% | -4.4% | +6.3% |
| 1Y | +29.8% | +25.4% | +4.4% | +15.0% |
| 3Y | +140.7% | +47.9% | +92.8% | +92.2% |
| 5Y | +48.6% | +81.9% | -33.3% | +4.9% |
| 10Y | +224.4% | +141.3% | +83.1% | +86.3% |
| All | +2,883.6% | +2,476.3% | +407.3% | +476.2% |
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 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