+1,273.1%
FITB vs EME
+53,473.8%
-52,200.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.3% |
| 7D | +2.8% | +8.4% | -5.6% | -0.8% |
| 30D | +9.8% | -11.5% | +21.3% | +14.7% |
| 3M | -5.2% | -20.6% | +15.5% | +3.2% |
| 6M | +17.3% | -28.5% | +45.8% | +31.0% |
| YTD | +19.3% | +8.0% | +11.3% | +9.8% |
| 1Y | +32.7% | +6.8% | +25.9% | +22.5% |
| 3Y | +141.6% | +213.9% | -72.3% | +26.9% |
| 5Y | +48.9% | +414.8% | -366.0% | -38.1% |
| 10Y | +216.5% | +916.9% | -700.4% | -1.8% |
| All | +1,273.1% | +53,473.8% | -52,200.7% | +137.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling