+69.0%
FITB vs EME
+545.9%
-476.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.9% | +0.2% |
| 7D | -0.4% | +2.7% | -3.1% | -1.2% |
| 30D | -5.1% | -6.8% | +1.7% | -3.2% |
| 3M | +3.5% | -8.8% | +12.4% | +5.4% |
| 6M | +17.2% | +5.0% | +12.2% | +13.1% |
| YTD | +17.6% | +23.5% | -5.9% | +6.4% |
| 1Y | +23.4% | +21.3% | +2.0% | +9.8% |
| 3Y | +129.7% | +241.1% | -111.3% | +11.0% |
| All | +69.0% | +545.9% | -476.9% | -49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling