+137.9%
FITB vs EMB
+29.1%
+108.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.5% | -0.1% | -1.4% | -1.4% |
| 30D | +5.8% | +1.3% | +4.5% | +3.7% |
| 3M | -6.1% | -2.2% | -3.9% | -2.7% |
| 6M | +5.9% | -2.3% | +8.3% | +10.0% |
| YTD | +16.1% | -0.6% | +16.7% | +17.3% |
| 1Y | +28.8% | +0.5% | +28.4% | +27.9% |
| All | +137.9% | +29.1% | +108.7% | +60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling