+71.1%
FITB vs EMB
+7.3%
+63.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.5% |
| 7D | +2.8% | +0.3% | +2.5% | +2.5% |
| 30D | -4.5% | -0.5% | -4.0% | -4.0% |
| 3M | +5.7% | +0.3% | +5.3% | +5.2% |
| 6M | +17.1% | +1.2% | +15.9% | +15.6% |
| YTD | +18.3% | +1.5% | +16.9% | +16.4% |
| 1Y | +23.9% | +4.8% | +19.1% | +17.4% |
| 3Y | +131.1% | +30.4% | +100.7% | +73.3% |
| 5Y | +71.1% | +7.3% | +63.8% | +32.1% |
| All | +71.1% | +7.3% | +63.8% | +32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling