+129.0%
FITB vs EFX
-12.7%
+141.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | 0.0% |
| 7D | -0.4% | -9.4% | +9.0% | +2.5% |
| 30D | -5.1% | -6.9% | +1.7% | -3.4% |
| 3M | +3.5% | +0.1% | +3.4% | +2.4% |
| 6M | +17.2% | -17.3% | +34.5% | +23.4% |
| YTD | +17.6% | -21.8% | +39.5% | +25.4% |
| 1Y | +23.4% | -32.5% | +55.9% | +38.9% |
| All | +129.0% | -12.7% | +141.6% | +102.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 3y: compounded portfolio wealth divided by compounded EFX 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…
3y analysis · Full analysis span regression · 6 months rolling