+28.9%
FITB vs EMB
-0.3%
+29.2%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | +0.3% |
| 7D | +0.8% | -0.7% | +1.5% | +1.9% |
| 30D | +7.3% | +0.5% | +6.8% | +6.6% |
| 3M | -6.3% | -2.5% | -3.8% | -2.6% |
| 6M | +12.6% | -2.0% | +14.6% | +16.0% |
| YTD | +18.0% | -0.9% | +18.8% | +18.9% |
| 1Y | +28.9% | -0.3% | +29.2% | +27.7% |
| All | +28.9% | -0.3% | +29.2% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 1y: compounded portfolio wealth divided by compounded EMB 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…
1y analysis · Full analysis span regression · 6 months rolling