+2,896.1%
FITB vs ES
+1,243.3%
+1,652.8%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | +0.6% | +0.3% | +0.3% | +0.5% |
| 30D | -4.7% | -2.0% | -2.8% | -4.1% |
| 3M | +6.7% | +1.7% | +5.0% | +5.9% |
| 6M | +12.6% | -3.5% | +16.1% | +13.7% |
| YTD | +19.1% | +7.9% | +11.2% | +15.2% |
| 1Y | +22.6% | +17.2% | +5.5% | +14.1% |
| 3Y | +127.1% | +29.3% | +97.8% | +100.6% |
| 5Y | +71.8% | -5.7% | +77.6% | +68.6% |
| 10Y | +287.2% | +85.2% | +202.0% | +194.2% |
| All | +2,896.1% | +1,243.3% | +1,652.8% | +1,235.7% |
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