+796.3%
FITB vs EL
+1,800.1%
-1,003.8%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.2% |
| 7D | +0.8% | +2.7% | -1.8% | -0.3% |
| 30D | +7.3% | +10.8% | -3.5% | +2.4% |
| 3M | -6.3% | +26.5% | -32.8% | -16.7% |
| 6M | +12.6% | +31.1% | -18.6% | -2.4% |
| YTD | +18.0% | +6.6% | +11.4% | +8.7% |
| 1Y | +28.9% | +21.8% | +7.1% | +11.7% |
| 3Y | +139.4% | +1.8% | +137.6% | +103.6% |
| 5Y | +47.2% | -65.6% | +112.8% | +99.6% |
| 10Y | +213.0% | +60.3% | +152.7% | +98.5% |
| All | +796.3% | +1,800.1% | -1,003.8% | +142.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling