+2,820.2%
FITB vs ES
+1,235.9%
+1,584.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | +0.3% |
| 7D | -1.5% | +1.9% | -3.4% | -2.2% |
| 30D | +5.8% | +7.1% | -1.2% | +3.1% |
| 3M | -6.1% | -1.9% | -4.2% | -5.6% |
| 6M | +5.9% | +4.4% | +1.6% | +4.0% |
| YTD | +16.1% | +7.3% | +8.8% | +12.3% |
| 1Y | +28.8% | +2.1% | +26.7% | +26.2% |
| 3Y | +126.0% | +41.8% | +84.2% | +92.9% |
| 5Y | +45.3% | +1.4% | +43.9% | +38.8% |
| 10Y | +255.4% | +86.8% | +168.6% | +169.2% |
| All | +2,820.2% | +1,235.9% | +1,584.3% | +1,202.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling