+141.6%
FITB vs FE
+50.7%
+90.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.8% |
| 7D | +2.8% | +1.2% | +1.5% | +2.4% |
| 30D | +9.8% | +4.5% | +5.3% | +8.6% |
| 3M | -5.2% | +1.3% | -6.5% | -5.5% |
| 6M | +17.3% | +8.7% | +8.7% | +15.0% |
| YTD | +19.3% | +9.2% | +10.1% | +16.1% |
| 1Y | +32.7% | +7.0% | +25.7% | +29.8% |
| 3Y | +141.6% | +51.4% | +90.2% | +90.7% |
| All | +141.6% | +50.7% | +90.9% | +90.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling