+285.6%
FITB vs FDS
+72.8%
+212.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | +0.9% |
| 7D | -0.4% | -8.8% | +8.4% | +3.7% |
| 30D | -5.1% | -1.4% | -3.8% | -5.1% |
| 3M | +3.5% | +13.9% | -10.3% | -4.3% |
| 6M | +17.2% | +27.4% | -10.2% | +0.1% |
| YTD | +17.6% | -2.5% | +20.1% | +14.0% |
| 1Y | +23.4% | -23.8% | +47.1% | +35.8% |
| 3Y | +129.7% | -32.5% | +162.2% | +167.2% |
| 5Y | +68.4% | -23.2% | +91.6% | +75.9% |
| 10Y | +285.6% | +76.4% | +209.2% | +141.0% |
| All | +285.6% | +72.8% | +212.8% | +141.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling