+29.8%
FITB vs ES
-0.1%
+29.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +0.5% | +0.9% | -0.4% | +0.3% |
| 30D | +7.0% | +5.9% | +1.1% | +6.1% |
| 3M | -4.4% | -1.0% | -3.3% | -4.4% |
| 6M | +11.6% | +7.2% | +4.4% | +11.0% |
| YTD | +18.6% | +7.0% | +11.6% | +17.7% |
| 1Y | +29.8% | +0.5% | +29.4% | +28.8% |
| All | +29.8% | -0.1% | +29.9% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling