+145.0%
FITB vs EFV
+256.4%
-111.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | +0.3% |
| 7D | +2.8% | +1.0% | +1.8% | +1.5% |
| 30D | -4.5% | +0.2% | -4.7% | -4.8% |
| 3M | +5.7% | +9.6% | -4.0% | -7.0% |
| 6M | +17.1% | +14.0% | +3.1% | -2.8% |
| YTD | +18.3% | +18.5% | -0.1% | -7.1% |
| 1Y | +23.9% | +27.9% | -4.0% | -12.4% |
| 3Y | +131.1% | +92.4% | +38.7% | -8.0% |
| 5Y | +71.1% | +97.2% | -26.1% | -33.0% |
| 10Y | +283.9% | +163.0% | +120.9% | +8.5% |
| All | +145.0% | +256.4% | -111.4% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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