+283.9%
FITB vs FE
+113.1%
+170.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | +2.8% | +0.6% | +2.2% | +2.6% |
| 30D | -4.5% | -2.1% | -2.4% | -3.7% |
| 3M | +5.7% | +2.6% | +3.0% | +4.3% |
| 6M | +17.1% | -6.8% | +23.9% | +20.3% |
| YTD | +18.3% | +6.9% | +11.5% | +14.3% |
| 1Y | +23.9% | +11.6% | +12.3% | +17.3% |
| 3Y | +131.1% | +47.7% | +83.4% | +89.9% |
| 5Y | +71.1% | +46.2% | +24.9% | +39.6% |
| 10Y | +283.9% | +109.2% | +174.7% | +230.9% |
| All | +283.9% | +113.1% | +170.8% | +230.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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