+285.6%
FITB vs EL
+28.8%
+256.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | +0.4% |
| 7D | -0.4% | -2.4% | +2.0% | +0.4% |
| 30D | -5.1% | +13.7% | -18.8% | -10.1% |
| 3M | +3.5% | +14.5% | -11.0% | -2.4% |
| 6M | +17.2% | +7.4% | +9.8% | +11.6% |
| YTD | +17.6% | -4.7% | +22.3% | +15.3% |
| 1Y | +23.4% | +12.9% | +10.4% | +12.2% |
| 3Y | +129.7% | -32.2% | +162.0% | +139.8% |
| 5Y | +68.4% | -68.4% | +136.8% | +151.7% |
| 10Y | +285.6% | +28.3% | +257.4% | +249.8% |
| All | +285.6% | +28.8% | +256.8% | +249.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling