+129.0%
FITB vs EME
+240.3%
-111.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.9% | -0.1% |
| 7D | -0.4% | +2.7% | -3.1% | -0.9% |
| 30D | -5.1% | -6.8% | +1.7% | -4.0% |
| 3M | +3.5% | -8.8% | +12.4% | +4.9% |
| 6M | +17.2% | +5.0% | +12.2% | +14.8% |
| YTD | +17.6% | +23.5% | -5.9% | +10.9% |
| 1Y | +23.4% | +21.3% | +2.0% | +15.0% |
| All | +129.0% | +240.3% | -111.4% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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