+48.9%
FITB vs EL
-65.0%
+113.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.8% | -0.3% | +1.8% |
| 7D | -1.1% | +8.0% | -9.1% | -3.0% |
| 30D | +7.3% | +15.4% | -8.1% | +3.5% |
| 3M | -4.0% | +28.5% | -32.5% | -10.6% |
| 6M | +11.9% | +32.2% | -20.3% | +3.0% |
| YTD | +19.0% | +9.2% | +9.8% | +13.4% |
| 1Y | +31.0% | +30.8% | +0.2% | +18.4% |
| 3Y | +143.8% | +3.7% | +140.1% | +121.4% |
| 5Y | +48.9% | -64.8% | +113.7% | +103.4% |
| All | +48.9% | -65.0% | +113.9% | +103.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling