+180.5%
FITB vs ET
+1,435.7%
-1,255.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +2.8% | +0.4% | +2.4% | +2.7% |
| 30D | -4.5% | +6.9% | -11.4% | -7.1% |
| 3M | +5.7% | +13.1% | -7.4% | +0.4% |
| 6M | +17.1% | +18.7% | -1.6% | +8.9% |
| YTD | +18.3% | +37.4% | -19.1% | +3.5% |
| 1Y | +23.9% | +34.8% | -10.9% | +9.0% |
| 3Y | +131.1% | +96.8% | +34.3% | +73.7% |
| 5Y | +71.1% | +238.2% | -167.1% | +2.9% |
| 10Y | +283.9% | +159.4% | +124.5% | +132.2% |
| All | +180.5% | +1,435.7% | -1,255.2% | -63.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling