+45.3%
FITB vs EMB
+6.4%
+38.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.2% |
| 3M | -6.1% | -2.2% | -3.9% | -3.5% |
| 6M | +5.9% | -2.3% | +8.3% | +9.1% |
| YTD | +16.1% | -0.6% | +16.7% | +17.1% |
| 1Y | +28.8% | +0.5% | +28.4% | +28.3% |
| 3Y | +126.0% | +29.4% | +96.6% | +69.9% |
| All | +45.3% | +6.4% | +38.9% | +24.2% |
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