+673.5%
FITB vs FDS
+9,502.8%
-8,829.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | +1.2% |
| 7D | +0.6% | -1.9% | +2.5% | +1.3% |
| 30D | -4.7% | +9.0% | -13.8% | -8.2% |
| 3M | +6.7% | +18.9% | -12.2% | -1.7% |
| 6M | +12.6% | +35.1% | -22.6% | -3.0% |
| YTD | +19.1% | +5.5% | +13.6% | +11.7% |
| 1Y | +22.6% | -16.8% | +39.4% | +25.1% |
| 3Y | +127.1% | -28.1% | +155.2% | +144.0% |
| 5Y | +71.8% | -17.4% | +89.2% | +73.0% |
| 10Y | +287.2% | +85.4% | +201.7% | +184.3% |
| All | +673.5% | +9,502.8% | -8,829.3% | +157.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling