+126.0%
FITB vs FE
+44.1%
+81.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.7% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | +5.8% | +5.2% | +0.6% | +4.5% |
| 3M | -6.1% | 0.0% | -6.1% | -6.1% |
| 6M | +5.9% | +5.0% | +0.9% | +4.6% |
| YTD | +16.1% | +7.9% | +8.2% | +13.3% |
| 1Y | +28.8% | +6.3% | +22.5% | +26.1% |
| 3Y | +126.0% | +46.0% | +80.0% | +80.6% |
| All | +126.0% | +44.1% | +81.9% | +80.6% |
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