+34.1%
FITB vs ET
+24.7%
+9.4%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.5% | +4.9% | +1.1% |
| 7D | +2.3% | -6.0% | +8.4% | +1.6% |
| 30D | +7.7% | -6.1% | +13.8% | +7.1% |
| 3M | -4.5% | -2.7% | -1.8% | -4.4% |
| 6M | +12.5% | +0.2% | +12.2% | +12.7% |
| YTD | +19.8% | +24.3% | -4.6% | +28.2% |
| 1Y | +34.1% | +26.4% | +7.8% | +43.3% |
| All | +34.1% | +24.7% | +9.4% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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