+2,896.1%
FITB vs EFX
+6,408.3%
-3,512.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.4% | +6.2% | +2.7% |
| 7D | +0.6% | -8.6% | +9.2% | +4.6% |
| 30D | -4.7% | +0.1% | -4.8% | -5.3% |
| 3M | +6.7% | +3.8% | +2.8% | +3.3% |
| 6M | +12.6% | -13.5% | +26.1% | +17.6% |
| YTD | +19.1% | -17.7% | +36.8% | +25.6% |
| 1Y | +22.6% | -25.6% | +48.2% | +34.6% |
| 3Y | +127.1% | -12.1% | +139.2% | +123.9% |
| 5Y | +71.8% | -33.8% | +105.6% | +87.7% |
| 10Y | +287.2% | +45.1% | +242.0% | +179.5% |
| All | +2,896.1% | +6,408.3% | -3,512.2% | +719.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling